Problem Note 49996: PROC MCMC runs slowly when the Multivariate Normal Likelihood is used
 |  |  |  |  |
When evaluating the Multivariate Normal Distribution, PROC MCMC can encounter significant bottlenecks in processing speed that it does not encounter with other distributions. This can occur when the Multivariate Normal Distribution is used either in the PRIOR or RANDOM statements.
Click the Hot Fix tab in this note to access the hot fix for this issue.
Operating System and Release Information
| Product Family | Product | System | Product Release | SAS Release | ||
| Reported | Fixed* | Reported | Fixed* | |||
| SAS System | SAS/STAT | z/OS | 12.1 | 13.1 | 9.3 TS1M2 | 9.4 TS1M1 |
| Microsoft® Windows® for x64 | 12.1 | 13.1 | 9.3 TS1M2 | 9.4 TS1M1 | ||
| Microsoft Windows Server 2003 Datacenter Edition | 12.1 | 9.3 TS1M2 | ||||
| Microsoft Windows Server 2003 Enterprise Edition | 12.1 | 9.3 TS1M2 | ||||
| Microsoft Windows Server 2003 Standard Edition | 12.1 | 9.3 TS1M2 | ||||
| Microsoft Windows Server 2003 for x64 | 12.1 | 9.3 TS1M2 | ||||
| Microsoft Windows Server 2008 | 12.1 | 13.1 | 9.3 TS1M2 | 9.4 TS1M1 | ||
| Microsoft Windows Server 2008 for x64 | 12.1 | 13.1 | 9.3 TS1M2 | 9.4 TS1M1 | ||
| Microsoft Windows XP Professional | 12.1 | 9.3 TS1M2 | ||||
| Windows 7 Enterprise 32 bit | 12.1 | 13.1 | 9.3 TS1M2 | 9.4 TS1M1 | ||
| Windows 7 Enterprise x64 | 12.1 | 13.1 | 9.3 TS1M2 | 9.4 TS1M1 | ||
| Windows 7 Home Premium 32 bit | 12.1 | 13.1 | 9.3 TS1M2 | 9.4 TS1M1 | ||
| Windows 7 Home Premium x64 | 12.1 | 13.1 | 9.3 TS1M2 | 9.4 TS1M1 | ||
| Windows 7 Professional 32 bit | 12.1 | 13.1 | 9.3 TS1M2 | 9.4 TS1M1 | ||
| Windows 7 Professional x64 | 12.1 | 13.1 | 9.3 TS1M2 | 9.4 TS1M1 | ||
| Windows 7 Ultimate 32 bit | 12.1 | 13.1 | 9.3 TS1M2 | 9.4 TS1M1 | ||
| Windows 7 Ultimate x64 | 12.1 | 13.1 | 9.3 TS1M2 | 9.4 TS1M1 | ||
| Windows Vista | 12.1 | 9.3 TS1M2 | ||||
| Windows Vista for x64 | 12.1 | 9.3 TS1M2 | ||||
| 64-bit Enabled AIX | 12.1 | 13.1 | 9.3 TS1M2 | 9.4 TS1M1 | ||
| 64-bit Enabled HP-UX | 12.1 | 13.1 | 9.3 TS1M2 | 9.4 TS1M1 | ||
| 64-bit Enabled Solaris | 12.1 | 13.1 | 9.3 TS1M2 | 9.4 TS1M1 | ||
| HP-UX IPF | 12.1 | 13.1 | 9.3 TS1M2 | 9.4 TS1M1 | ||
| Linux | 12.1 | 13.1 | 9.3 TS1M2 | 9.4 TS1M1 | ||
| Linux for x64 | 12.1 | 13.1 | 9.3 TS1M2 | 9.4 TS1M1 | ||
| Solaris for x64 | 12.1 | 13.1 | 9.3 TS1M2 | 9.4 TS1M1 | ||
A fix for this issue for SAS/STAT 12.1 is available at:
https://tshf.sas.com/techsup/download/hotfix/HF2/I41.html#49996| Type: | Problem Note |
| Priority: | high |
| Topic: | Analytics ==> Bayesian Analysis SAS Reference ==> Procedures ==> MCMC |
| Date Modified: | 2016-07-27 15:03:43 |
| Date Created: | 2013-05-21 08:51:53 |