R: Random Generation from the Wrapped Cauchy Distribution

rwrpcauchy {CircStats}

R Documentation

Random Generation from the Wrapped Cauchy Distribution

Description

Generates pseudo-random numbers from a wrapped Cauchy distribution.

Usage

rwrpcauchy(n, location=0, rho=exp(-1))

Arguments

`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.

Details

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.

Value

Returns a vector of n independent random variables generated from a wrapped Cauchy distribution.

References

Jammalamadaka, S. Rao and SenGupta, A. (2001). Topics in Circular Statistics, Section 2.2.6, World Scientific Press, Singapore.