Generating Random Numbers in SAS

Things under legendu.net/outdated are outdated technologies that the author does not plan to update any more. Please look for better alternatives.

** Things under legendu.net/outdated are outdated technologies that the author does not plan to update any more. Please look for better alternatives. **

CALL RANDGEN( result, distname<, parm1><, parm2><, parm3>); or u = rand("Uniform"); / u ~ U[0,1] / based on Mersenne-Twister in a data step

forget about other random number genrating functions

data random;
    call streamInit(123);
    do i = 1 to 10;
        x1 = rand('Cauchy');
        output;
    end;
run; 

rand can also be used in the IML procedure, same method as RANDGEN, the differeence is that rand generate 1 at a time while randgen can generate multiple ones (optimized for IML)

RANDGEN Call in iml procedures

NORMAL (seed) ; only for N(0, 1) distribution, UNIFORM (seed) ; U(0, 1)

not suggested as RANDGEN generate better quality random numbers

The following functions ranDist are not good!!!

Functions for Generating Random Numbers and Simulations NORMAL function generates a pseudorandom normal deviate

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

Random Number Functions and Subroutines NORMAL returns a random variate from a normal distribution RANBIN returns a random variate from a binomial distribution RANCAU returns a random variate from a Cauchy distribution RAND returns a random variate from a specified distribution. (See the RANDGEN subroutine.) RANEXP returns a random variate from an exponential distribution RANGAM returns a random variate from a gamma distribution RANNOR returns a random variate from a normal distribution RANPOI returns a random variate from a Poisson distribution RANTBL returns a random variate from a tabled probability RANTRI returns a random variate from a triangular distribution RANUNI returns a random variate from a uniform distribution CALL STREAMINIT specifies a seed value to use for subsequent random number generation by the RAND function. (See the RANDSEED subroutine.) UNIFORM returns a random variate from a uniform distribution