runave <- function(x) {
        n <- length(x)
        ret <- rep(0,n)
        for (k in 1:n) {
                ret[k] <- mean(x[1:k])
        }
        return(ret)
  }
  x <- rcauchy(100)
  plot(runave(x))
  title("Running average of Cauchy(0,1)")