topic Re: Simulate a number between 1 and -1 in SAS Programming

Simulate a number between 1 and -1

gkmzinsou — Wed, 24 Feb 2021 17:22:12 GMT

I'm trying to test a Monte Carlo simulation. Is there a way to randomly sample a number between +1 and -1 in SAS ?

Re: Simulate a number between 1 and -1

yabwon — Wed, 24 Feb 2021 17:28:50 GMT

Read this:

https://documentation.sas.com/?cdcId=pgmsascdc&cdcVersion=9.4_3.5&docsetId=lefunctionsref&docsetTarget=p0fpeei0opypg8n1b06qe4r040lv.htm&locale=en#n0e7nxjw7qig3fn18z0ey7uqc91s

Bart

Re: Simulate a number between 1 and -1

Reeza — Wed, 24 Feb 2021 17:37:19 GMT

Second example in this blog post - almost a decade old but still works 🙂

https://blogs.sas.com/content/iml/2011/08/24/how-to-generate-random-numbers-in-sas.html

The example below generates 10 values (do i=1 to 10) of random values, U between 0 and 1.

The variable X, are uniform values between -1 and 1.

@gkmzinsou wrote:

I'm trying to test a Monte Carlo simulation. Is there a way to randomly sample a number between +1 and -1 in SAS ?

data A;
call streaminit(123);       /* set random number seed */
   a = -1; b = 1;           /* example values of limits */

do i = 1 to 10;
   u = rand("Uniform");     /* u ~ U(0,1) */
   x = a + (b-a)*u; /* u ~ U(-1, 1)*/
   output;
end;
run;

EDIT: "Newer" method via @yabwon

data want;
call streaminit(123);

do i=1 to 10;
   randVar = rand('uniform', -1, 1);
    output;
end;

run;

Re: Simulate a number between 1 and -1

ballardw — Wed, 24 Feb 2021 17:46:43 GMT

Continuous or integer?

Re: Simulate a number between 1 and -1

gkmzinsou — Thu, 25 Feb 2021 11:30:12 GMT

Thanks !