NAME

Math::Random::Cauchy - Random numbers following a Cauchy PDF

SYNOPSIS

use Math::Random::Cauchy;
my $cauchy = Math::Random::Cauchy->new(
  fwhm  => 1,  # the width (full width, half maximum), default==1
  middle => 5, # the expectation value, default==0
  random => 'rand', # use Perl's builtin (default)
);

foreach (1..100) {
    my $rnd = $cauchy->rand();
    # ...
}

# Use Math::Random::MT instead of bultin rand()
use Math::Random::MT;
my $mt = Math::Random::Mt->new($seed);
$cauchy = Math::Random::Cauchy->new(
  random => sub { $mt->rand() };
);

DESCRIPTION

This module transforms uniformly spaced random numbers into random numbers that follow the Cauchy Probability Density Function (PDF).

A more general transformation method is implemented in Math::Random::AcceptReject.

The algorithm is from Blobel et al as quoted in the SEE ALSO section below.

METHODS

new

Creates a new random number generator. Takes named arguments.

Optional parameters:

random: The random number generator. Defaults to using Perl's
        rand() function. May be set to either 'rand' for the
        default or a subroutine reference for custom random
        number generators. Expected to return one or more(!)
        random numbers per call.
fwhm:   Full width, half maximum. Defaults to 1.
middle: Expectation value for x. Defaults to 0.

rand

Returns the next random number of Cauchy PDF.

SEE ALSO

Math::Random::MT, Math::Random, Math::Random::OO, Math::TrulyRandom, Math::Random::AcceptReject

The examples in the examples/ subdirectory of this distribution.

The algorithm was taken from: (German)

Blobel, V., and Lohrmann, E. Statistische und numerische Methoden der Datenanalyse. Stuttgart, Leipzig: Teubner, 1998

AUTHOR

Steffen Mueller, <smueller@cpan.org>

COPYRIGHT AND LICENSE

Copyright (C) 2007 by Steffen Mueller

This library is free software; you can redistribute it and/or modify it under the same terms as Perl itself, either Perl version 5.6 or, at your option, any later version of Perl 5 you may have available.