cdfCauchyInv#

Purpose#

Computes the Cauchy inverse cumulative distribution function, also known as quantiles.

Format#

x = cdfCauchyInv(p, loc, scale)#

Parameters:

p (NxK matrix, Nx1 vector or scalar) – Probabilities at which to compute the inverse of the Cauchy cumulative distribution function. \(0 \lt p \lt 1\).
loc (NxK matrix, Nx1 vector or scalar) – Location parameter, ExE conformable with p.
scale (NxK matrix, Nx1 vector or scalar) – Scale parameter, ExE conformable with p. \(scale > 0\)

Returns:

x (NxK matrix, Nx1 vector or scalar) – Each value of X is the value which if passed to cdfCauchy() will return the corresponding value of P.

Examples#

// Probabilities
p = { 0.1250, 0.0802, 0.1599, 0.1104, 0.0647, 0.1503, 0.0814, 0.1173, 0.2326, 0.1116 };

// Cauchy distribution parameters
loc = 2;
scale = 0.75;

// Compute Cauchy quantiles
x = cdfCauchyInv(p, loc, scale);
print "x =" x;

After running the above code,