| Date: | Sat, 5 Sep 2009 05:33:52 -0500 |
| Reply-To: | "Data _null_;" <iebupdte@GMAIL.COM> |
| Sender: | "SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU> |
| From: | "Data _null_;" <iebupdte@GMAIL.COM> |
| Subject: | Re: Simulate t variables (gttir) |
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| In-Reply-To: | <ce1fb7450909041749l71406996j944a5cde77b4f933@mail.gmail.com> |
| Content-Type: | text/plain; charset=ISO-8859-1 |
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Well DATA _NULL_, once again I see you have restated the obvious. It
seems that the OP and the other knowledgeable helpful poster know all
about the RAND function.
On 9/4/09, Data _null_; <iebupdte@gmail.com> wrote:
> Would RAND work?
>
> RAND Function
> Generates random numbers from a specified distribution
>
> 230 data _null_;
> 231 do rep=1 to 10;
> 232 x=rand('T',4);
> 233 put x=;;
> 234 end;
> 235 run;
>
> x=0.0484676897
> x=0.3030507911
> x=-0.294910323
> x=1.4615056019
> x=-0.15208295
> x=0.6815017601
> x=-0.18924352
> x=-1.1911568
> x=-0.252726361
> x=0.1148610137
>
>
> On 9/4/09, OR Stats <stats112@gmail.com> wrote:
> > Hello Listserve:
> >
> > Has anyone implemented the fast algorithm for generating deviates from the
> > student's t family in SAS? The author wrote the GNU library
> >
> > gttir()
> > http://books.google.com/books?id=O0YoPJNWZbcC&pg=PA313&lpg=PA313&dq=GTTIR+MONAHAN&source=bl&ots=qmxzHzN8tz&sig=5JgsqjmH0f3QaufwU65kbjK-8i4&hl=en&ei=OJ-hSsCmFtDfnAec6tiqBQ&sa=X&oi=book_result&ct=result&resnum=3#v=onepage&q=GTTIR%20MONAHAN&f=false
> >
> > The algorithm is suppose to generate the variables to use for
> > Acceptance-Rejection for goodness of fit test for student's t. My question
> > is, for those of you who have coded this same algorithm in SAS, how many
> > random # (from 0 to 1) did you use?
> >
>
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