Function Reference: cauchyinv

statistics: x = cauchyinv (p, x0, gamma)

Inverse of the Cauchy cumulative distribution function (iCDF).

For each element of p, compute the quantile (the inverse of the CDF) of the Cauchy distribution with location parameter x0 and scale parameter gamma. The size of x is the common size of p, x0, and gamma. A scalar input functions as a constant matrix of the same size as the other inputs.

Further information about the Cauchy distribution can be found at https://en.wikipedia.org/wiki/Cauchy_distribution

See also: cauchycdf, cauchypdf, cauchyrnd

Source Code: cauchyinv

Example: 1

  

 ## Plot various iCDFs from the Cauchy distribution
 p = 0.001:0.001:0.999;
 x1 = cauchyinv (p, 0, 0.5);
 x2 = cauchyinv (p, 0, 1);
 x3 = cauchyinv (p, 0, 2);
 x4 = cauchyinv (p, -2, 1);
 plot (p, x1, "-b", p, x2, "-g", p, x3, "-r", p, x4, "-c")
 grid on
 ylim ([-5, 5])
 legend ({"x0 = 0, γ = 0.5", "x0 = 0, γ = 1", ...
          "x0 = 0, γ = 2", "x0 = -2, γ = 1"}, "location", "northwest")
 title ("Cauchy iCDF")
 xlabel ("probability")
 ylabel ("values in x")
plotted figure