I'm given these two equations:
Set the scalar pi to a value after you invoke IML.
pi = constant('pi');
IML has build-in function, you can use it .
proc iml;
x=j(10000,1,.);
call randseed(12345678);
call randgen(x, 'CAUCHY');
create want var{x};
append;
close;
quit;
You asked, "how do I account for the [-infinity, infinity] part?" Here is a hint: What is the range of the expression
uniform*pi - pi/2 ?
Ask yourself how the TAN function behaves on this interval.
For more about the inverse CDF method of simulating data, see "The inverse CDF method for simulating from a distribution."
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