Random Generation from the Wrapped Cauchy Distribution
Generates pseudo-random numbers from a wrapped Cauchy distribution.
rwrpcauchy(n, location=0, rho=exp(-1))
n |
number of random variables to generate. |
location |
modal angle in radians of the wrapped Cauchy distribution. |
rho |
concentration parameter. rho must be between 0 and 1. |
n random variables are generated from a Cauchy distribution with location parameter location, and concentration parameter -log(rho). The function returns these values modulo 2*pi.
Returns a vector of n independent random variables generated from a wrapped Cauchy distribution.
Jammalamadaka, S. Rao and SenGupta, A. (2001). Topics in Circular Statistics, Section 2.2.6, World Scientific Press, Singapore.
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