NAME
    Math::Random::Cauchy - Random numbers following a Cauchy PDF

SYNOPSIS
      use Math::Random::Cauchy;
      my $cauchy = Math::Random::Cauchy->new(
        fwhm  => 1,  # the width (full width, half maximum), default==1
        middle => 5, # the expectation value, default==0
        random => 'rand', # use Perl's builtin (default)
      );
  
      foreach (1..100) {
          my $rnd = $cauchy->rand();
          # ...
      }
  
      # Use Math::Random::MT instead of bultin rand()
      use Math::Random::MT;
      my $mt = Math::Random::Mt->new($seed);
      $cauchy = Math::Random::Cauchy->new(
        random => sub { $mt->rand() };
      );

DESCRIPTION
    This module transforms uniformly spaced random numbers into random
    numbers that follow the Cauchy Probability Density Function (*PDF*).

    A more general transformation method is implemented in
    Math::Random::AcceptReject.

    The algorithm is from Bobel et al as quoted in the *SEE ALSO* section
    below.

METHODS
  new
    Creates a new random number generator. Takes named arguments.

    Optional parameters:

      random: The random number generator. Defaults to using Perl's
              rand() function. May be set to either 'rand' for the
              default or a subroutine reference for custom random
              number generators. Expected to return one or more(!)
              random numbers per call.
      fwhm:   Full width, half maximum. Defaults to 1.
      middle: Expectation value for x. Defaults to 0.

  rand
    Returns the next random number of Cauchy PDF.

SEE ALSO
    Math::Random::MT, Math::Random, Math::Random::OO, Math::TrulyRandom,
    Math::Random::AcceptReject

    The examples in the examples/ subdirectory of this distribution.

    The algorithm was taken from: (German)

    Blobel, V., and Lohrmann, E. *Statistische und numerische Methoden der
    Datenanalyse*. Stuttgart, Leipzig: Teubner, 1998

AUTHOR
    Steffen Mueller, <smueller@cpan.org>

COPYRIGHT AND LICENSE
    Copyright (C) 2007 by Steffen Mueller

    This library is free software; you can redistribute it and/or modify it
    under the same terms as Perl itself, either Perl version 5.6 or, at your
    option, any later version of Perl 5 you may have available.

