topic Re: Simulation using SAS in SAS/IML Software and Matrix Computations

Simulation using SAS

GehadElsayed123 — Tue, 06 Mar 2018 00:39:33 GMT

I need to simulate multivariate normal data with sas v 9.0

Re: Simulation using SAS

Rick_SAS — Tue, 06 Mar 2018 00:49:07 GMT

I regret that I do not know which functions are available in SAS V9.0, which was released in 2002. There have been 12 releases of SAS software since then. Check your documentation to see if the RANDNORMAL function is available. If not, check whether the VNORMAL call is implemented. If neither exists, use PROC SIMNORMAL in SAS/STAT software.

Re: Simulation using SAS

GehadElsayed123 — Tue, 06 Mar 2018 01:18:25 GMT

tanks a lot for your a devices and recommendations

Simulation using SAS

GehadElsayed123 — Tue, 06 Mar 2018 02:21:46 GMT

Are there differences between simulating multivariate data and simulating multivariate control charts ?

Re: Simulation using SAS

Rick_SAS — Tue, 06 Mar 2018 11:10:01 GMT

They are related. Control charts monitor any stationary process. The control limits for the familiar chart are based on normal errors (variation). Many familiar control charts are univariate, which means that they do not consider correlations between several variables. There are control charts for multivariate processes, but these are not as popular.

You can simulate multivariate data from many distributions. If you simulate from a multivariate normal distribution, then the data satisfies the assumptions behind many control charts.

Simulation using SAS

GehadElsayed123 — Tue, 06 Mar 2018 22:47:20 GMT

I do this code and find this error , i use SAS V9.0

Re: Simulation using SAS

Reeza — Tue, 06 Mar 2018 22:52:01 GMT

You're likely not using SAS 9.0

Run the following and post the version of IML and SAS that you're using.

proc product_status;run;

It's also helpful if you include the code and log directly in your post rather than as an attachment, as below.

50   proc iml;
NOTE: IML Ready
51   meu={0 0 0};
52   cov={1 0 0,
53        0 1 0,
54        0 0 1};
55        N=1;
56        NumSample=100;
57
58
59       call vnormal(meu,cov,N);
ERROR: Cannot process data matrix. Data should be a vector.
ERROR: Execution error as noted previously. (rc=100)

 operation : VNORMAL at line 59 column 5
 operands  : cov, N

cov      3 rows      3 cols    (numeric)

         1         0         0
         0         1         0
         0         0         1

N      1 row       1 col     (numeric)

         1

 statement : CALL at line 59 column 5
60
61   run;
NOTE: Module MAIN is undefined in IML; cannot be RUN.
61 !     quit;
NOTE: Exiting IML.
NOTE: The SAS System stopped processing this step because of errors.
NOTE: PROCEDURE IML used (Total process time):
      real time           0.37 seconds
      cpu time            0.03 seconds

Re: Simulation using SAS

Reeza — Tue, 06 Mar 2018 22:58:11 GMT

From the most recent documentation:

VNORMAL Call

CALL VNORMAL (series, mu, sigma, n <, seed> );

The VNORMAL subroutine generates a multivariate normal random series.

This function is deprecated. Instead, you should use the RANDNORMAL function to generate random values. The RANDNORMAL function calls the RANDGEN subroutine, which has excellent statistical properties. Consequently, the RANDNORMAL function is preferred when you need to generate millions of random numbers.

However, this works for me. Note the first parameter is not MU, it's the output series.

proc iml;
meu={0 0 0};
cov={1 0 0,
     0 1 0,
	 0 0 1};
	 N=1;
	 NumSample=100;


	call vnormal(out, meu,cov,N);
    print(out);

But you should switch to the newer versions.

Link to documentation:

http://documentation.sas.com/?docsetId=imlug&docsetVersion=14.3&docsetTarget=imlug_langref_sect531.htm&locale=en

Re: Simulation using SAS

GehadElsayed123 — Wed, 07 Mar 2018 01:29:22 GMT

i need to know how can simulate multivariate control charts with SAS v 9.00

Simulation using SAS

GehadElsayed123 — Wed, 07 Mar 2018 01:49:34 GMT

i need to know how can simulate multivariate control charts with SAS v 9.00