Functions for Generating Random Numbers and Simulations

NORMAL function

generates a pseudorandom normal deviate

RANDFUN function

returns a matrix of random numbers from a specified distribution

RANDGEN call

generates random numbers from specified distributions

RANDSEED call

initializes seed for subsequent RANDGEN calls

SAMPLE function

generates a random sample of a finite set

UNIFORM function

generates pseudorandom uniform deviates

You can also call functions in Base SAS software such as those documented in the section Random Number Functions and Subroutines.

For sampling from multivariate distributions, you can use the following functions:

RANDDIRICHLET

generates a random sample from a Dirichlet distribution

RANDMULTINOMIAL

generates a random sample from a multinomial 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