cauchy

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.