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| RANCAU |
| Category: | Random Number |
| Tip: | If you want to change the seed value during execution, you must use the CALL RANCAU routine instead of the RANCAU function. |
| Syntax | |
| Arguments | |
| Details | |
| Comparisons | |
| See Also |
Syntax |
| RANCAU(seed) |
| Range: | seed < 231 -1 |
| Note: | If seed ![[le]](../common/images/le.gif)
0, the time of day is used to initialize the seed stream. |
| Details |
The RANCAU function
returns a variate that is generated from a Cauchy distribution with location
parameter 0 and scale parameter 1. An acceptance-rejection procedure applied
to RANUNI uniform variates is used. If u and v are
independent uniform (-1/2, 1/2) variables and
![[IMAGE]](./images/leqn34.gif)
, then u/v is a Cauchy variate.
A Cauchy variate X with location parameter ALPHA and scale parameter BETA
can be generated:
x=alpha+beta*rancau(seed);
| Comparisons |
The CALL RANCAU routine, an alternative to the RANCAU function, gives greater control of the seed and random number streams.
| See Also |
| Call routine:
|
|
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Copyright 1999 by SAS Institute Inc., Cary, NC, USA. All rights reserved.