It is fairly easy to prove that $(\mathbb{R},d)$ is a complete space with d(x,y)=|x-y|:
- Take a Cauchy sequence and prove it is bounded.
- By the Bolzano-Weierstrass, every bounded sequence in $\mathbb{R}$ has a convergent subsequence. Let $\ell$ be this limit.
- Show that the Cauchy sequence converges towards $\ell$, using the triangular inequality, the fact that it is Cauchy, and the fact that it has a convergent subsequence.
I also know $(\mathbb{R},d)$ is not a complete space with $d(x,y)=|\arctan(x)-\arctan(y)|$.
What I do not understand is why the previous proof does not work here. In other words, where does the explicit expression of $d(x,y)$ come into account in the proof?