sas >> how to generate multivariate random data from a given

by statsjeff » Thu, 31 Jan 2008 23:43:20 GMT

hi,

I want to generate multivariate random data from a given distribution, which
is not multivariate normal or student's t.
especially, the idea is from the paper by Clayton el al(1985): Journal of
royal statistical society, ser A.
Does anybody have some suggestion? thanks

Jeff


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Hi,

I need to create random, dummy data in the following scenarios.  Where I 
believe I have a solution, I'll post it, but am open to improvements.

1.  Uniform distribution of contiguous numeric values (eg. 1,2,3,4,5)
var = int(ranuni(0)*5)+1;  where 5 = number of elements, 1 = starting value

data _null_;
   do i=1 to 20;
      var = int(ranuni(0)*5)+1;
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=======================================

Here is where I'm stuck for ideas...

5.  Non-uniform distribution of multiple values, weighting desired for one 
item, remaining percentage spread amongst other values.

eg. (1,2,3,4,5), desire 80% of hits on 4, 20% of hits spread between 1,2,3,5

Perhaps this is a good approach???

data _null_;
   array list{4} _temporary_ (1,2,4,5);
   do i=1 to 40;
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         var = 3;
      else
         var = list{int(ranuni(0)*dim(list))+1};
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6.  Non-uniform distribution of multiple values, weighting desired for 
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eg. (1,2,3,4,5), desire 30% of hits on 2, 20% of hits on 4, rest of hits 
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I'm stuck on the best approach on this one.  Any good ideas?


The solutions needs to run within a data step, as this algorithm would be 
part of a larger data step.

Any input, esp. on #5 and #6, is appreciated.

Thanks,
Scott


P.S.:  The final solution would be a macro that would get the values of a 
format and create this code.  For example (psuedocode and untested):

proc format;
   value code (NOTSORTED)
      9 = "Code 1"
      3 = "Code 2"
      7 = "Code 3"
      4 = "Code 4"
      5 = "Code 5"
   ;
run;

data testdata;
   attrib code1 length=8 format=code.;
   attrib code2 length=8 format=code.;
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values ;
      code2=%dummy_data(code,wval=7,wpct=.8);  * 80% of values are 7, 
remainder are spread across rest of values ;
      output;
   end;
run;

This would likely involve creating a proc format cntlout dataset, using 
%sysfunc to open that dataset, build some macro variables, and generate the 
appropriate SAS code.  Of course, the generated SAS code must be 
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