Wrapped cauchy density implementation
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- Dominant language
- C++
- Stars
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- Avg merge
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Description
Summary:
Add wrapped cauchy density to Stan math library.
Description:
Implement a wrapped cauchy distribution (a useful distribution in circular statistics) as described in ``An extended family of circular distributions related to wrapped Cauchy distributions via Brownian motion'', S. Kato and M.C. Jones, Bernoulli 19(1), 2013, 154–171. This distribution is characterised by a location parameter -pi()<=mu<=pi(), and a scale parameter 0<=rho<=1, with support from -pi()<=y<=pi().
Current Output:
This function doesn't exist in the Stan math library.
Expected Output:
Five functions: wrapped_cauchy_log, wrapped_cauchy_cdf, wrapped_cauchy_cdf_log, wrapped_cauchy_ccdf_log, wrapped_cauchy_rng.
Current Version:
v2.12.0
Contributor guide
First steps
- Read the whole issue, then the project's contributing guide.
- Comment on the issue to say you are picking it up — it saves two people doing the same work.
- Fork the repository and make your change on a branch.
- Open a pull request that references the issue number.
Research direction
The issue names no source files, tests, or entry points. Start by locating existing distribution implementations in the Stan Math Library and consult the cited Kato and Jones paper. Done means providing wrapped_cauchy_log, wrapped_cauchy_cdf, wrapped_cauchy_cdf_log, wrapped_cauchy_ccdf_log, and wrapped_cauchy_rng for the stated parameter and support ranges.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- cpp
- Domain
- tooling
- Issue type
- Feature
- Difficulty
- 5/5
- Estimated time
- Over a week
- Activity status
- Stale
- Clarity
- Mostly clear
- Newbie friendliness
- 25/100