Date:         Sun, 6 Sep 2009 03:31:26 -0500
Reply-To:     OR Stats <stats112@GMAIL.COM>
Sender:       "SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU>
From:         OR Stats <stats112@GMAIL.COM>
Subject:      Re: Simulate t variables (gttir)
Comments: To: Dale McLerran <stringplayer_2@yahoo.com>
In-Reply-To:  <217116.76744.qm@web32408.mail.mud.yahoo.com>
Content-Type: text/plain; charset=ISO-8859-1

Proof is in the pudding, right?  W.o. documentation on the algorithm used by
SAS' tinv, in some situations we cannot accept 'well, i'm sure SAS used the
fastest algorithm.'  It is not convincing for every audience, including
member of this forum.  If you have link to documentation please provide.
The lack of knowing is fine too.  But blind faith emails as below would
defeat the purpose of a list-serve.

On Sat, Sep 5, 2009 at 4:47 PM, Dale McLerran <stringplayer_2@yahoo.com>wrote:

> Data _null_,
>
> Harder, harder!  Let's see those stripes turn crimson.
> You are not flagellating yourself sufficiently.  We
> need more blood!
>
> Oh, this is the wrong forum for this post.  Better go
> now!
>
> Dale
>
> ---------------------------------------
> Dale McLerran
> Fred Hutchinson Cancer Research Center
> mailto: dmclerra@NO_SPAMfhcrc.org
> Ph:  (206) 667-2926
> Fax: (206) 667-5977
> ---------------------------------------
>
>
> --- On Sat, 9/5/09, Data _null_; <iebupdte@GMAIL.COM> wrote:
>
> > From: Data _null_; <iebupdte@GMAIL.COM>
> > Subject: Re: Simulate t variables (gttir)
> > To: SAS-L@LISTSERV.UGA.EDU
> > Date: Saturday, September 5, 2009, 3:33 AM
>  > 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?
> > > >
> > >
> >
>