What's New in SAS/IML 9.2 |
Modules for Multivariate Random Sampling
New modules have been added to the IMLMLIB library. These modules
generate random samples of observations
from multivariate distributions in variables. See the Module Library
documentation for details.
The modules and associated multivariate
distributions are as follows:
- RANDDIRICHLET
- generates a random sample from a Dirichlet
distribution (a multivariate generalization of the beta distribution).
- RANDMULTINOMIAL
- generates a random sample from a multinomial
distribution (a multivariate generalization of the binomial distribution)
- RANDMVT
- generates a random sample from a multivariate
Student's distribution.
- RANDNORMAL
- generates a random sample from a multivariate normal
distribution.
- RANDWISHART
- generates a random sample from a Wishart
distribution (a multivariate generalization of the gamma distribution).
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