topic Re: generation random numbers in SAS Programming

generation random numbers

AlexeyS — Sun, 10 Jun 2018 10:42:27 GMT

data TEST;
	call streaminit(123);
do i=1 to 20;
	ranuni=ranuni(123);
	rand=RAND('UNIFORM');
	output;
end;
run;

The question is : I expected to get the same values for ranuni and rand functions.

Re: generation random numbers

FreelanceReinh — Sun, 10 Jun 2018 10:57:11 GMT

The RAND function uses a different random number generator (the so called Mersenne-Twister) than the RANUNI function (and other functions of this family, i.e. RANNOR, RANPOI etc.), hence the different results. Due to the good statistical properties of that Mersenne-Twister random number generator, the RAND function is preferable over the older random number functions such as RANUNI.

For more details please see Rick Wicklin's blog article "Six reasons you should stop using the RANUNI function to generate random numbers".

Re: generation random numbers

Ksharp — Mon, 11 Jun 2018 13:13:33 GMT

@Rick_SAS wrote a blog about it before.