cauchy.clj

(ns more-distributions.cauchy
  (:require [incanter-contrib.distributions :as icd]
            [incanter.charts :as c]
            [incanter.core :as i]
            [incanter.distributions :as d]
            [incanter.stats :as s]))

(defn show-cauchy-distribution []
  (let [dist (icd/cauchy-distribution 0 1)
        n 100000
        x (->> (repeatedly n #(d/draw dist))
               (filter (fn [x] (and (> x -10)
                                    (< x 10)))))
        pdf-fn #(d/pdf dist %)]
    (let [nbins 50
          series-label "cauchy"
          [x-min x-max] [-10 10]]
      (-> (c/histogram x :nbins nbins :density true :series-label series-label)
          (c/set-x-range x-min x-max)
          (c/add-function pdf-fn x-min x-max :series-label "cauchy-pdf")
          i/view))))