Email this article 
Hide
Show all
| 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:: 20360. Submitted: 2003-01-04. Published: 2004-02-29. |
|||
| Paper: |
Simulating Correlated Multivariate Pseudorandom Numbers
Download PDF
(Downloads: 22343)
|
||
| Supplements: |
| ||
| DOI: |
10.18637/jss.v009.i04
|
This work is licensed under the licenses 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. |