怎么用sas生成高斯数据?

shiyiming

我在学习sas时,想要些高斯数据,不知怎么用sas生成,请指点.

shiyiming

There is a random number generator RANNOR, which is a function in SAS/BASE.

shiyiming

老兄，能不能具体一点，我给你一个6维的高斯分布，麻烦你给我生成一个高斯数据看看。

shiyiming

You have to present your question more specifically.  The following code assume xi follows normal(mui,stdi**2), and independence of xi and xj.  If you have a specific covariance matrix, you can add them in, but you may need to go SAS/IML for matrix calculations.

data normal(keep=x1-x6);
mu1=1; mu2=2; mu3=3; mu4=4; mu5=5; mu6=6;
std1=0.1; std2=0.2; std3=0.3; std4=0.4; std5=0.5; std6=0.6;
do i=1 to 100;
  x1=mu1+std1*rannor(0);
  x2=mu2+std2*rannor(0);
  x3=mu3+std3*rannor(0);
  x4=mu4+std4*rannor(0);
  x5=mu5+std5*rannor(0);
  x6=mu6+std6*rannor(0);
  output;
end;
run;

shiyiming

我理解它和独立生成六个正态分布随机变量所采用的sas程序应该是不一样的吧。
想知道用iml过程怎么写，谢谢!