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SIMNORMAL Procedure


The SIMNORMAL procedure performs conditional and unconditional simulation for a set of correlated normal or Gaussian random variables.

The means, variances, and covariances (or correlations) are read from an input TYPE=CORR or TYPE=COV data set. This data set is typically produced by the CORR procedure. Conditional simulations are performed by appending a special observation, identified by the value of "COND'" for the _TYPE_ variable, that contains the conditioning value.

The output data set from PROC SIMNORMAL contains simulated values for each of the analysis variables. The output data set also optionally includes the seed stream and the values of the conditioning variables. PROC SIMNORMAL produces no printed output.

For further details see the SAS/STAT User's Guide: The SIMNORMAL Procedure
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Examples