Functions and CALL Routines

CALL RANGAM Routine

Returns a random variate from a gamma distribution.

Category:

Random Number

Syntax
Arguments
Details
Comparisons
Examples
See Also

Syntax

CALL RANGAM(seed,a,x);

Arguments

seed

is the seed value. A new value for seed is returned each time CALL RANGAM is executed.

Range:	seed < 2³¹ - 1
Note:	If seed 0, the time of day is used to initialize the seed stream.
See:	Seed Values and Comparison of Seed Values in Random-Number Functions and CALL Routines for more information about seed values

a

is a numeric shape parameter.

Range:

a > 0

x

is a numeric variable. A new value for the random variate x is returned each time CALL RANGAM is executed.

Details

The CALL RANGAM routine updates seed and returns a variate x that is generated from a gamma distribution with parameter a.

By adjusting the seeds, you can force streams of variates to agree or disagree for some or all of the observations in the same, or in subsequent, DATA steps.

For a>1, an acceptance-rejection method by Cheng is used (Cheng, 1977; see in References). For a [equation] 1, an acceptance-rejection method by Fishman is used (Fishman, 1978; see in References).

For a discussion and example of an effective use of the random number CALL routines, see Starting, Stopping, and Restarting a Stream.

Comparisons

The CALL RANGAM routine gives greater control of the seed and random number streams than does the RANGAM function.

Examples

This example uses the CALL RANGAM routine:

options nodate pageno=1 linesize=80 pagesize=60;  

data u1(keep=x);
   seed = 104;
   do i = 1 to 5;
      call rangam(seed, x); 
      output;
   end;
   call symputx('seed', seed);
run;

data u2(keep=x);
   seed = &seed;
   do i = 1 to 5;
      call rangam(seed, x); 
      output;
   end;
run;

data all;
   set u1 u2;
   z = rangam(104);
run;

proc print label;
   label x = 'Separate Streams' z = 'Single Stream';
run;

Output from the CALL RANGAM Routine

                                 The SAS System                                1

                                  Separate     Single
                           Obs     Streams     Stream

                             1     1.44347    1.44347
                             2     0.11740    0.11740
                             3     0.54175    0.54175
                             4     0.02280    0.02280
                             5     0.16645    0.16645
                             6     0.21711    0.21711
                             7     0.75538    0.75538
                             8     1.21760    1.21760
                             9     1.72273    1.72273
                            10     0.08021    0.08021

The RANGAM Example

                                 The SAS System                                1

    i      Seed_1          Seed_2    Seed_3       X1         X2         X3

    1    1404437564    1404437564      45      1.30569    1.30569    1.30569
    2    1326029789    1326029789      45      1.87514    1.87514    1.87514
    3    1988843719    1988843719      45      1.71597    1.71597    1.71597
    4      50049159      50049159      45      1.59304    1.59304    1.59304
    5     802575599            18      18      0.43342    0.43342    0.43342
    6     100573943     991271755      18      1.11812    1.32646    1.11812
    7    1986749826    1437043694      18      0.68415    0.88806    0.68415
    8      52428589     959908645      18      1.62296    2.46091    1.62296
    9    1216356463    1225034217      18      2.26455    4.06596    2.26455
   10     805366679     425626811      18      2.16723    6.94703    2.16723

Changing Seed_2 for the CALL RANGAM statement, when I=5, forces the stream of the variates for X2 to deviate from the stream of the variates for X1. Changing Seed_3 on the RANGAM function, however, has no effect.