wn <- function(seed,n,dist=1)
#
#   Generate a white noise time series of length n having distribution
#   specified by dist. seed is a nonnegative integer seed for the random 
#   number generator (if seed=0, then the output seed from last call is used).
#
#   dist = 1: normal (0,1)
#   dist = 2: unif (0,1)
#   dist = 3: exponential (1)
#   dist = 4: logistic (mean 0 and var pi^2/3)
#   dist = 5: Cauchy
#   dist = 6: Extreme value (log(exp(1))
#   dist = 7: lognormal
#   dist = 8: double exponential
#
{  
   if(seed!=0) set.seed(seed)
   
   if(dist==1) return(rnorm(n))
   
   u <- runif(n)
   
   if(dist==2) return(u)
   
   if(dist==3) return(-log(1-u))
   
   if(dist==4) return(log(u/(1-u)))
   
   if(dist==5) return(tan(pi*(u-.5)))
   
   if(dist==6) return(log(-log(1-u)))
   
   if(dist==7) return(exp(rnorm(n)))
   
   if(dist==8) { xx <- (1:n)[u>.5]; u[xx] <- 1-u[xx]; u <- log(2*u);
                 u[xx] <- -u[xx]; return(u);}
}