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 N observations from multivariate distributions in p 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 t 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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