I have question (curiosity) regarding returned values of R's qcauchy () function, for nonexceedance probability (F). It seems the ideal returned range of cauchy distribution should be [-Inf,Inf]. For F=0 > qcauchy(0) [1] -Inf but for F=1 > qcauchy(1) [1] 8.16562e+15 It seems to me that the proper return value should be Inf??? For default (location=0,scale=1) quantile function of cauchy x(F) = tan(pi * (F - 0.5)) For F = 0 > tan(pi*(-0.5)) [1] -1.633124e+16 For F = 1 > tan(pi*(0.5)) [1] 1.633124e+16 So I conclude that qcauchy(0) properly handles the -Inf result and the qcauchy(1) returns a very large number, curiously not equal to tan (0.5*pi), but certainly not Inf. As double check, > tan(pi*(0.99999-0.5)) [1] 31830.99 > qcauchy(0.99999) [1] 31830.99 william
Cauchy distribution limits
1 message · William Asquith