fCopulae (version 3000.79)

cauchy2d: Bivariate Cauchy Distribution

Description

Density, distribution function, and random generation for the bivariate Cauchy distribution.

Usage

pcauchy2d(x, y = x, rho = 0)
dcauchy2d(x, y = x, rho = 0)
rcauchy2d(n, rho = 0)

Arguments

n

the number of random deviates to be generated, an integer value.

rho

the correlation parameter, a numeric value ranging between minus one and one, by default zero.

x, y

two numeric vectors defining the x and y coordinates.

Value

• pcauchy2d returns a two column matrix of probabilities for the bivariate Cauchy distribution function. dcauchy2d returns a two column matrix of densities for the bivariate Cauchy distribution function. rcauchy2d returns a two column matrix of random deviates generated from the bivariate Cauchy distribution function.

References

Azzalini A., (2004); The sn Package; R Reference Guide available from www.r-project.org. Venables W.N., Ripley B.D., (2002); Modern Applied Statistics with S, Fourth Edition, Springer.

Examples

## Bivariate Cauchy Density:
   x = (-40:40)/10
   X = grid2d(x)
   z = dcauchy2d(X$x, X$y, rho = 0.5)
   Z = list(x = x, y = x, z = matrix(z, ncol = length(x)))
   persp(Z, theta = -40, phi = 30, col = "steelblue")