cauchy.txt

关于柯西分布的matlab工具包

Cauchy cdf, pdf, inverse cdf, parameter fit, and random generator. 

Implementation package of the Cauchy distribution. 

cauchycdf: Cauchy cumulative distribution function (cdf).
cauchyfit: Parameter estimation for Cauchy data. 
cauchyinv: Inverse of the Cauchy cumulative distribution function (cdf). 
cauchypdf: Cauchy probability density function (pdf). 
cauchyrnd: Generate random numbers from the Cauchy distribution.

If you find any errors, please let me know (peder at axensten dot se).

NOTE: I'd like to know about the math for calculating the parameters confidence interval in cauchyfit. Any help appreciated. 

Should work on almost any version of Matlab. 

Copyright (C) Peder Axensten <peder at axensten dot se>

HISTORY
Version 1.0, 2006-07-10. 
Version 1.1, 2006-07-26.
- Added cauchyfit to the cauchy package. 
Version 1.2, 2006-08-06:
- cauchyinv(0, ...) returned a large negative number but should be -Inf. 
- Can now estimate one parameter when the other is given. 
- Size comparison in argument check didn't work. 
- Various other improvements to check list. 
- The arrangement of arguments now follows the ways of Statistics Toolbox. 
- Put the actual mle in a separate file. 

KEYWORDS: Cauchy distribution, statistics, random numbers, parameter estimation.