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DRANDCAUCHY / SRANDCAUCHY

Generates a vector of random variates from a Cauchy distribution with probability density function, f(X), where: f(X) = 1 / [Pi * B * (1 + (X - A / B)^2)].

(Note that SRANDCAUCHY is the single precision version of DRANDCAUCHY. The argument lists of both routines are identical except that any double precision arguments of DRANDCAUCHY are replaced in SRANDCAUCHY by single precision arguments - type REAL in FORTRAN or type float in C).

— SUBROUTINE: DRANDCAUCHY (N,A,B,STATE,X,INFO)
— Input: INTEGER N

On input: number of variates required.
Constraint: N>=0.

— Input: DOUBLE PRECISION A

On input: median of the distribution.

— Input: DOUBLE PRECISION B

On input: semi-quartile range of the distribution.
Constraint: B>=0.

— Input/Output: INTEGER STATE(*)

The STATE vector holds information on the state of the base generator being used and as such its minimum length varies. Prior to calling DRANDCAUCHY STATE must have been initialized. See Initialization of the Base Generators for information on initialization of the STATE variable.
On input: the current state of the base generator.
On output: the updated state of the base generator.

— Output: DOUBLE PRECISION X(N)

On output: vector of variates from the specified distribution.

— Output: INTEGER INFO

On output: INFO is an error indicator. On successful exit, INFO contains 0. If INFO = -i on exit, the i-th argument had an illegal value. 

     Example:
     

     
          C      Generate 100 values from the Cauchy distribution
                 INTEGER LSTATE,N
                 PARAMETER (LSTATE=16,N=100)
                 INTEGER I,INFO,SEED(1),STATE(LSTATE)
                 DOUBLE PRECISION A,B
                 DOUBLE PRECISION X(N)
          C      Set the seed
                 SEED(1) = 1234
          
          C      Read in the distributional parameters
                 READ(5,*) A,B
          
          C      Initialize the STATE vector
                 CALL DRANDINITIALIZE(1,1,SEED,1,STATE,LSTATE,INFO)
          C      Generate N variates from the Cauchy distribution
                 CALL DRANDCAUCHY(N,A,B,STATE,X,INFO)
          
          C      Print the results
                 WRITE(6,*) (X(I),I=1,N)