The truncated Cauchy is a Cauchy distribution bounded between low and high (the pdf is 0 outside these bounds and renormalized). Samples from this distribution are differentiable with respect to loc and scale, but not with respect to the bounds low and high.

tfd_truncated_cauchy(
loc,
scale,
low,
high,
validate_args = FALSE,
allow_nan_stats = TRUE,
name = "TruncatedCauchy"
)

## Arguments

loc Floating point tensor; the modes of the corresponding non-truncated Cauchy distribution(s). Floating point tensor; the scales of the distribution(s). Must contain only positive values. float Tensor representing lower bound of the distribution's support. Must be such that low < high. float Tensor representing upper bound of the distribution's support. Must be such that low < high. Logical, default FALSE. When TRUE distribution parameters are checked for validity despite possibly degrading runtime performance. When FALSE invalid inputs may silently render incorrect outputs. Default value: FALSE. Logical, default TRUE. When TRUE, statistics (e.g., mean, mode, variance) use the value NaN to indicate the result is undefined. When FALSE, an exception is raised if one or more of the statistic's batch members are undefined. name prefixed to Ops created by this class.

## Value

a distribution instance.

## Details

Mathematical Details

The probability density function (pdf) of this distribution is:

pdf(x; loc, scale, low, high) =
{ 1 / (pi * scale * (1 + z**2) * A) for low <= x <= high
{ 0                                 otherwise
where
z = (x - loc) / scale
A = CauchyCDF((high - loc) / scale) - CauchyCDF((low - loc) / scale)


where CauchyCDF is the cumulative density function of the Cauchy distribution with 0 mean and unit variance. This is a scalar distribution so the event shape is always scalar and the dimensions of the parameters define the batch_shape.

For usage examples see e.g. tfd_sample(), tfd_log_prob(), tfd_mean().
Other distributions: tfd_autoregressive(), tfd_batch_reshape(), tfd_bates(), tfd_bernoulli(), tfd_beta_binomial(), tfd_beta(), tfd_binomial(), tfd_categorical(), tfd_cauchy(), tfd_chi2(), tfd_chi(), tfd_cholesky_lkj(), tfd_continuous_bernoulli(), tfd_deterministic(), tfd_dirichlet_multinomial(), tfd_dirichlet(), tfd_empirical(), tfd_exp_gamma(), tfd_exp_inverse_gamma(), tfd_exponential(), tfd_gamma_gamma(), tfd_gamma(), tfd_gaussian_process_regression_model(), tfd_gaussian_process(), tfd_generalized_normal(), tfd_geometric(), tfd_gumbel(), tfd_half_cauchy(), tfd_half_normal(), tfd_hidden_markov_model(), tfd_horseshoe(), tfd_independent(), tfd_inverse_gamma(), tfd_inverse_gaussian(), tfd_johnson_s_u(), tfd_joint_distribution_named_auto_batched(), tfd_joint_distribution_named(), tfd_joint_distribution_sequential_auto_batched(), tfd_joint_distribution_sequential(), tfd_kumaraswamy(), tfd_laplace(), tfd_linear_gaussian_state_space_model(), tfd_lkj(), tfd_log_logistic(), tfd_log_normal(), tfd_logistic(), tfd_mixture_same_family(), tfd_mixture(), tfd_multinomial(), tfd_multivariate_normal_diag_plus_low_rank(), tfd_multivariate_normal_diag(), tfd_multivariate_normal_full_covariance(), tfd_multivariate_normal_linear_operator(), tfd_multivariate_normal_tri_l(), tfd_multivariate_student_t_linear_operator(), tfd_negative_binomial(), tfd_normal(), tfd_one_hot_categorical(), tfd_pareto(), tfd_pixel_cnn(), tfd_poisson_log_normal_quadrature_compound(), tfd_poisson(), tfd_power_spherical(), tfd_probit_bernoulli(), tfd_quantized(), tfd_relaxed_bernoulli(), tfd_relaxed_one_hot_categorical(), tfd_sample_distribution(), tfd_sinh_arcsinh(), tfd_skellam(), tfd_spherical_uniform(), tfd_student_t_process(), tfd_student_t(), tfd_transformed_distribution(), tfd_triangular(), tfd_truncated_normal(), tfd_uniform(), tfd_variational_gaussian_process(), tfd_vector_diffeomixture(), tfd_vector_exponential_diag(), tfd_vector_exponential_linear_operator(), tfd_vector_laplace_diag(), tfd_vector_laplace_linear_operator(), tfd_vector_sinh_arcsinh_diag(), tfd_von_mises_fisher(), tfd_von_mises(), tfd_weibull(), tfd_wishart_linear_operator(), tfd_wishart_tri_l(), tfd_wishart(), tfd_zipf()