topic Re: Random Number Generators in SAS in SAS Programming

Random Number Generators in SAS

edwards1 — Tue, 18 Oct 2016 14:07:59 GMT

Good morning,

I am a statistical consultant working on a case for the Dept. of Justice. As part of my work, I have been asked to give details on the random number generator(s) used by SAS. Ideally, I would like to know what algorithms (e.g. linear congruential generator, Mersenne twister) have been used from 2001 through 2015, and what kinds of tests for randomness these algorithms have passed (specifically, have they passed the "spectral test" for randomness).

Thank you,

Don Edwards, PhD, PStat

Edwards Statistical Consulting LLC

Re: Random Number Generators in SAS

Kurt_Bremser — Tue, 18 Oct 2016 14:14:42 GMT

A quick overview of the random number functions is here: Using Random-Number Functions and CALL Routines

Links to the documentation of the different functions can be found in the navigation pane.

Basically, each function provides its own algorithm, and it is up to the user which function (and therefore algorithm) she employs.

Re: Random Number Generators in SAS

Ksharp — Wed, 19 Oct 2016 05:40:06 GMT

You should post it at IML forum.

I remembered Rick said before.

Old rand function like : ranuni(), rannor().... are using linear congruential generator.

while the new rand function RAND() is using Mersenne twister.

Re: Random Number Generators in SAS

Rick_SAS — Wed, 19 Oct 2016 17:07:24 GMT

KSharp is referring to this article: "Six reasons you should stop using RANUNI to generate random numbers in SAS."

Re: Random Number Generators in SAS

jackblack — Thu, 20 Oct 2016 18:04:33 GMT

data rd_numbers;

random_number = ranuni(0); /* 0-1 random numbers. you can use these numbers to generate normal or other distribution */

output;

run;

proc univarite data = rd_number; var random_number ; run;

Re: Random Number Generators in SAS

jackblack — Thu, 20 Oct 2016 18:16:23 GMT

data rd;
do i = 1 to 1000;
x=rand('NORMAL',10,2.3);
output;
end;
run;

proc univariate data = rd; var x; run;