BookmarkSubscribeRSS Feed
jan_t_lagen
Calcite | Level 5

I'm trying to do a monte carlo simulation where I need to sum over the total data set as a last step and can't seem to make it work, let alone do it in a nice way. 

 

I want to simulate the variable A that is made from a number of parameters and the standard normal distribution. From this I want to sum another variable w if A fulfills a specific requirement.

 

My problem is firstly that i can't find a way to sum these w in the same data step as the simulation of A. Since my data set is about 10 000 rows and i want to do 500 000 simulations I can't have the table growing to 500 000 * 10 000 but rather i want the final table to have the sums of each iteration, in other words it should be 500 000  rows 

 

Furthermore i'm interested in if there is a more elegant way of approaching this problem in terms of the functions used etc.

 

I'm using SAS 9.3 if its relevant.

 

Thanks!

 

this is what i have so far, but it is not working...

 

data multi;
set multi_base;

do iter = 1 to 2;

L = 0;


A = a1*rand("Normal") +
a2*rand("Normal") +
a3*rand("Normal") +
a4*rand("Normal") +
a5*rand("Normal") 

if A < b then L = L + w;

output;
end;
keep iter L;
run;

3 REPLIES 3
PeterClemmensen
Tourmaline | Level 20

2 questions: 

 

Do you have a SAS/IML license?

 

What does the data set multi_base look like?

jan_t_lagen
Calcite | Level 5
I do not have a SAS/IML licence and multi_base just contains a1-a5, b and w
that are unique for each row
Rick_SAS
SAS Super FREQ

I assume that if A >= b then L remains unchanged and that value of w is discarded?

 

 

Compute the conditional cumulative sum as you go along, but put the OUTPUT statement OUTSIDE the END of the iteration loop. 

 

 

sas-innovate-2024.png

Join us for SAS Innovate April 16-19 at the Aria in Las Vegas. Bring the team and save big with our group pricing for a limited time only.

Pre-conference courses and tutorials are filling up fast and are always a sellout. Register today to reserve your seat.

 

Register now!

How to Concatenate Values

Learn how use the CAT functions in SAS to join values from multiple variables into a single value.

Find more tutorials on the SAS Users YouTube channel.

Click image to register for webinarClick image to register for webinar

Classroom Training Available!

Select SAS Training centers are offering in-person courses. View upcoming courses for:

View all other training opportunities.

Discussion stats
  • 3 replies
  • 772 views
  • 0 likes
  • 3 in conversation