UNU.RAN random variate generator for the Cauchy distribution with location parameter location and scale parameter scale. It also allows sampling from the truncated distribution.
If location or scale are not specified, they assume the default values of 0 and 1 respectively.
The Cauchy distribution with location l and scale s has density
f(x)=πs1(1+(sx−l)2)−1f(x)=1/(pis(1+((x−l)/s)2))
for all x.
The generation algorithm uses fast numerical inversion. The parameters lb and ub can be used to generate variates from the Cauchy distribution truncated to the interval (lb,ub).
See Also
runif and .Random.seed about random number generation, unuran for the UNU.RAN class, and rcauchy for the built-in generator.
References
W. H"ormann, J. Leydold, and G. Derflinger (2004): Automatic Nonuniform Random Variate Generation. Springer-Verlag, Berlin Heidelberg
This function is wrapper for the UNU.RAN class in . Compared to rcauchy, urcauchy is faster, especially for larger sample sizes. However, in opposition to rcauchy vector arguments are ignored, i.e. only the first entry is used.
Examples
## Create a sample of size 1000x <- urcauchy(n=1000)