File: continuous_wrapcauchy.rst

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.. _continuous-wrapcauchy:

Wrapped Cauchy Distribution
===========================

For :math:`x\in\left[0,2\pi\right]` :math:`c\in\left(0,1\right)`

.. math::
   :nowrap:

    \begin{eqnarray*} f\left(x;c\right) & = & \frac{1-c^{2}}{2\pi\left(1+c^{2}-2c\cos x\right)}\\ g_{c}\left(x\right) & = & \frac{1}{\pi}\arctan\left[\frac{1+c}{1-c}\tan\left(\frac{x}{2}\right)\right]\\ r_{c}\left(q\right) & = & 2\arctan\left[\frac{1-c}{1+c}\tan\left(\pi q\right)\right]\\ F\left(x;c\right) & = & \left\{ \begin{array}{ccc} g_{c}\left(x\right) &  & 0\leq x<\pi\\ 1-g_{c}\left(2\pi-x\right) &  & \pi\leq x\leq2\pi\end{array}\right.\\ G\left(q;c\right) & = & \left\{ \begin{array}{ccc} r_{c}\left(q\right) &  & 0\leq q<\frac{1}{2}\\ 2\pi-r_{c}\left(1-q\right) &  & \frac{1}{2}\leq q\leq1\end{array}\right.\end{eqnarray*}

.. math::

     h\left[X\right]=\log\left(2\pi\left(1-c^{2}\right)\right).

Implementation: `scipy.stats.wrapcauchy`