rndCauchy

Purpose

Computes Cauchy random numbers with a choice of underlying random number generator.

Format

r = rndCauchy(rows, cols, location, scale)

{ r, newstate } = rndCauchy(rows, cols, location, scale, state)

Parameters:

• rows (scalar) – number of rows of resulting matrix.

• cols (scalar) – number of columns of resulting matrix.

• location (scalar or matrix) – Cauchy location parameter, scalar or ExE conformable matrix with rows and cols

• scale (scalar or matrix) – Cauchy scale parameter, scalar or ExE conformable matrix with rows and cols

• state (scalar or opaque vector) –

  Optional argument.

  scalar case

  state = starting seed value only. If -1, GAUSS computes the starting seed based on the system clock.

  opaque vector case

  state = the state vector returned from a previous call to one of the rnd random number functions.

Returns:

• r (rows x cols matrix) – Cauchy distributed random numbers.

• newstate (Opaque vector) – the updated state.

Remarks

The properties of the pseudo-random numbers in x are:

\[\begin{split}E(x) = \text{undefined} \\ Var(x) = \text{undefined} \\ Median(x) = \text{location}\end{split}\]

r and c will be truncated to integers if necessary.

See also

Functions rndCreateState(), rndStateSkip()