Source file `owl_base_stats_dist_cauchy.ml`

1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
# 1 "src/base/stats/owl_base_stats_dist_cauchy.ml"
(*
 * OWL - OCaml Scientific and Engineering Computing
 * Copyright (c) 2016-2019 Liang Wang <liang.wang@cl.cam.ac.uk>
 *)

open Owl_base_stats_dist_gaussian


let std_cauchy_rvs () =
  let a = std_gaussian_rvs () in
  let b = std_gaussian_rvs () in
  a /. b


let cauchy_rvs ~loc ~scale =
  loc +. scale *. (std_cauchy_rvs ())