Sample 26093: Generating Multivariate Random Data
Generating Multivariate Random Data
NOTE: Beginning in SAS 9.2, the modules described below are included in the IMLMLIB library. These modules can be used as though they were built-in functions of IML.
- PURPOSE:
-
These SAS/IML modules generate random samples from various multivariate distributions:
- 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).
- REQUIREMENTS:
-
SAS/IML Software, Version 9.1 TS1M0 or later.
- USAGE:
-
Follow the instructions in the Downloads tab of this
sample to save the SAS/IML module definitions. For each module, replace the text within quotes in the following statement with the location of the module's definition file on your system. In your SAS program or in the SAS editor window, specify this statement to define each module and make it available for use:
%inc "<location of your file containing a RAND module definition>";
To use the module, invoke PROC IML and load the module using the LOAD command. See the documentation for each module describing any necessary inputs needed before calling the module. Then call the desired module. See the module documentation for examples of the use of each module. Code for these examples, and others, is available in the Results tab
- DETAILS:
-
Complete information on the modules is available in the module documentation file (in PDF format).
These sample files and code examples are provided by SAS Institute
Inc. "as is" without warranty of any kind, either express or implied, including
but not limited to the implied warranties of merchantability and fitness for a
particular purpose. Recipients acknowledge and agree that SAS Institute shall
not be liable for any damages whatsoever arising out of their use of this material.
In addition, SAS Institute will provide no support for the materials contained herein.
These sample files and code examples are provided by SAS Institute
Inc. "as is" without warranty of any kind, either express or implied, including
but not limited to the implied warranties of merchantability and fitness for a
particular purpose. Recipients acknowledge and agree that SAS Institute shall
not be liable for any damages whatsoever arising out of their use of this material.
In addition, SAS Institute will provide no support for the materials contained herein.
A set of SAS/IML modules is provided which generate random samples from various multivariate distributions
| Date Modified: | 2007-08-14 03:03:15 |
| Date Created: | 2006-09-06 14:40:23 |
Operating System and Release Information
| SAS System | SAS/IML | All | 9.1 TS1M0 | n/a |
