Class: Croupier::Distributions::Cauchy

Inherits:
Croupier::Distribution show all
Defined in:
lib/croupier/distributions/cauchy.rb

Overview

Cauchy Distribution Continuous probability distribution describing resonance behavior.

Instance Attribute Summary

Attributes inherited from Croupier::Distribution

#description, #name, #parameters

Class Method Summary collapse

Instance Method Summary collapse

Methods inherited from Croupier::Distribution

#configure, #generate_number, #generate_sample, #params

Constructor Details

#initialize(options = {}) ⇒ Cauchy

Returns a new instance of Cauchy.

Raises:



10
11
12
13
14
15
 
# File 'lib/croupier/distributions/cauchy.rb', line 10

def initialize(options={})
  @name = "Cauchy distribution"
  @description = "Continuous probability distribution describing resonance behavior"
  configure(options)
  raise Croupier::InputParamsError, "Invalid scale value, it must be positive" unless params[:scale] > 0
end

Class Method Details

.cli_name ⇒ Object 



25
26
27
 
# File 'lib/croupier/distributions/cauchy.rb', line 25

def self.cli_name
  "cauchy"
end

.cli_options ⇒ Object 



29
30
31
32
33
34
35
36
 
# File 'lib/croupier/distributions/cauchy.rb', line 29

def self.cli_options
  {:options => [
     [:location, 'location param', {:type=>:float, :default => 0.0}],
     [:scale, 'scale param', {:type=>:float, :default => 1.0}],
   ],
   :banner => "Cauchy continuous distribution. Generate numbers following a Cauchy distribution with location and scale parameters"
  }
end

Instance Method Details

#default_parameters ⇒ Object 



21
22
23
 
# File 'lib/croupier/distributions/cauchy.rb', line 21

def default_parameters
  {:location => 0.0, :scale => 1.0}
end

#inv_cdf(n) ⇒ Object 



17
18
19
 
# File 'lib/croupier/distributions/cauchy.rb', line 17

def inv_cdf n
  params[:location] + (params[:scale] * Math.tan(Math::PI * (0.5 - n)))
end