Generate a random chain with cauchy distribution using C language

Question

Here is my question:

I want to simulate a random variable using cauchy distribution with C language. Scale and position must be setted manually.

I fuond the GSL library wich contain the function: gsl_ran_cauchy (const gsl_rng * r, double a)

the problem that i can't unsterstand how to fix the position and the scale and there is not a lot of documentation about that.

Regards

Answer 1

As demontstrated in the examples page of the documentation, in order to use the function gsl_ran_cauchy (const gsl_rng * r, double a) you must first initialise the random number generation, like this (for example)

const gsl_rng_type * T;
gsl_rng * r;

gsl_rng_env_setup();

T = gsl_rng_default;
r = gsl_rng_alloc (T);

and then, as you can see in the documentation you can simply generate a random cauchy variable with scale a by calling the function like this:

gsl_ran_cauchy (const gsl_rng * r, double a)

I don't understand what you mean by "position". If you simply mean the mean, or equivalently the starting point of your random walk, you can simply say

my_ran = mean + gsl_ran_cauchy (const gsl_rng * r, double a)