This is documentation for an old release of SciPy (version 1.4.0). Read this page Search for this page in the documentation of the latest stable release (version 1.15.1).

Wrapped Cauchy Distribution

There is one shape parameter \(c\in\left(0,1\right)\) with support \(x\in\left[0,2\pi\right]\).

\begin{eqnarray*} f\left(x;c\right) & = & \frac{1-c^{2}}{2\pi\left(1+c^{2}-2c\cos x\right)}\\ g_{c}\left(x\right) & = & \frac{1}{\pi}\arctan\left(\frac{1+c}{1-c}\tan\left(\frac{x}{2}\right)\right)\\ r_{c}\left(q\right) & = & 2\arctan\left(\frac{1-c}{1+c}\tan\left(\pi q\right)\right)\\ F\left(x;c\right) & = & \left\{ \begin{array}{ccc} g_{c}\left(x\right) & & 0\leq x<\pi\\ 1-g_{c}\left(2\pi-x\right) & & \pi\leq x\leq2\pi \end{array} \right.\\ G\left(q;c\right) & = & \left\{ \begin{array}{ccc} r_{c}\left(q\right) & & 0\leq q<\frac{1}{2}\\ 2\pi-r_{c}\left(1-q\right) & & \frac{1}{2}\leq q\leq1 \end{array} \right.\end{eqnarray*}

\[h\left[X\right]=\log\left(2\pi\left(1-c^{2}\right)\right).\]

Implementation: scipy.stats.wrapcauchy