warped Cauchys
A somewhat surprising request on X validated about the inverse cdf representation of a wrapped Cauchy distribution. I had not come across this distribution, but its density being
means that it is the superposition of shifted Cauchys on the unit circle (with nice complex representations). As such, it is easily simulated by re-shifting a Cauchy back to (-π,π), i.e. using the inverse transform
May 5, 2021 at 8:12 am
[…] article was first published on R – Xi'an's Og, and kindly contributed to R-bloggers]. (You can report issue about the content on this page here) […]
May 4, 2021 at 3:28 pm
The post mis-spells “wrapped” as “warped”.
May 4, 2021 at 4:38 pm
Thanks, this is intended as a poor joke..!