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The origin of the name Rudra is uncertain; its etymologies are symbolic. Possibly, the meaning is "the red one." The god is called Rudra in the Puranas because he wept at birth, the word for weeping being the root rut-. In other versions the name may mean "Remover of Pain," for rut is the term given for three forms of pain (physical, emotional, and spiritual) found in the world. Rudra was eventually identified with Shiva, the god of the people conquered by the Aryans, and became so associated with the god that he was on of Shiva's many aspects.
In the Vedas Rudra is the god of storms, of howling winds, and is somewhat feared, being separated from the other gods in certain rituals and kept with malevolent spirits and deities. Rudra gives sinners the tortures of hell: He is death, the demon, the cause of their tears, the god that kills. He is also auspicious," the lord of songs, of sacrifices, the sweet-scented divine healer, the most generous of gods who bestows property and welfare, not just to humankind but also to horses, cows, and sheep, the mainstay of the early Aryan economy. As a warrior, he rides his chariot bearing a thunderbolt and shooting arrows from his formidable bow. A.G.H.
Rice, Edward, Eastern Definitions: A Short Encyclopedia of Religions of the Orient, Garden City, New York, Doubleday, 1978, p. 301