cauchy

fun RandomKey.cauchy(shape: Shape): DTensor

Samples from a cauchy distribution with a loc of 1 and a scale of 0 The cumulative distribution function (CDF) is F = (1 / 𝜋) arctan((x - loc) / scale) + (1 / 2) The random variable Y = F(x) has a uniform distribution. Therefore, we can invert F and use a uniform distribution to simulate random variable X https://en.wikipedia.org/wiki/Cauchy_distribution


fun RandomKey.cauchy(shape: Shape, loc: DTensor, scale: DTensor): DTensor

Samples from a cauchy distribution with loc and scale