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Editors-in-chief: Bettina Grün, Torsten Hothorn, Edzer Pebesma, Achim Zeileis    ISSN 1548-7660; CODEN JSSOBK
Simulating Correlated Multivariate Pseudorandom Numbers | Al-Subaihi | Journal of Statistical Software
Authors: Ali A. Al-Subaihi
Title: Simulating Correlated Multivariate Pseudorandom Numbers
Abstract: A modification of the Kaiser and Dichman (1962) procedure of generating multivariate random numbers with specified intercorrelation is proposed. The procedure works with positive and non-positive definite population correlation matrix. A SAS module is also provided to run the procedure.

Page views:: 20421. Submitted: 2003-01-04. Published: 2004-02-29.
Paper: Simulating Correlated Multivariate Pseudorandom Numbers     Download PDF (Downloads: 22651)
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Multivariate_Data_Generation.sas.txt: sas.code Download (Downloads: 1384; 1KB)

DOI: 10.18637/jss.v009.i04

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Paper: Creative Commons Attribution 3.0 Unported License
Code: GNU General Public License (at least one of version 2 or version 3) or a GPL-compatible license.