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| 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. | ||
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Page views:: 20421. Submitted: 2003-01-04. Published: 2004-02-29. |
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| Paper: |
Simulating Correlated Multivariate Pseudorandom Numbers
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| DOI: |
10.18637/jss.v009.i04
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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. |