Class COptQuestCauchyRandomVariable


public class COptQuestCauchyRandomVariable extends COptQuestUserControlledVariable
A random variable with a Cauchy distribution. The values spread symmetrically around location, which is the median. Values far from the median are much more likely than with a normal distribution, and the distribution has no mean. scale, which must be greater than 0, is the spread: half of the values are within scale of location.

The engine draws a new value at the start of every replication. The probability distribution is COptQuestCauchyDistribution.

See Also:
  • Constructor Details

    • COptQuestCauchyRandomVariable

      public COptQuestCauchyRandomVariable(String name, double location, double scale) throws COptQuestException
      Constructs a new Cauchy random variable with the specified name, location, and scale parameters.
      Parameters:
      name - the name/identifier of this random variable (used for reporting, logging, or display purposes)
      location - the location parameter (median and mode of the distribution)
      scale - the scale parameter (the spread; must be positive)
      Throws:
      COptQuestException