/* * Mathlib : A C Library of Special Functions * Copyright (C) 1998 Ross Ihaka * Copyright (C) 2000 The R Core Team * * This program is free software; you can redistribute it and/or modify * it under the terms of the GNU General Public License as published by * the Free Software Foundation; either version 2 of the License, or * (at your option) any later version. * * This program is distributed in the hope that it will be useful, * but WITHOUT ANY WARRANTY; without even the implied warranty of * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the * GNU General Public License for more details. * * You should have received a copy of the GNU General Public License * along with this program; if not, a copy is available at * https://www.R-project.org/Licenses/ * * DESCRIPTION * * The density of the Cauchy distribution. */ #include "nmath.h" #include "dpq.h" double dcauchy(double x, double location, double scale, int give_log) { double y; #ifdef IEEE_754 /* NaNs propagated correctly */ if (ISNAN(x) || ISNAN(location) || ISNAN(scale)) return x + location + scale; #endif if (scale <= 0) ML_WARN_return_NAN; y = (x - location) / scale; return give_log ? - log(M_PI * scale * (1. + y * y)) : 1. / (M_PI * scale * (1. + y * y)); }