f.gen.cauchy<-function(n = 100, p = 5)
{
        x <- matrix(rnorm(n * p), ncol = p)
        y <- rcauchy(n)
        x <- t(apply(x, 1, norm.vec))
        for(i in 1:n)
                x[i,  ] <- x[i,  ]*y[i]
        return(x)
}