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version (9.38 KB) by Peder Axensten
Cauchy cdf, pdf, inverse cdf, parameter fit, and random generator.


Updated 07 Aug 2006

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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>

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.

Cite As

Peder Axensten (2022). cauchy (, MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R14SP1
Compatible with any release
Platform Compatibility
Windows macOS Linux

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