Turn on suggestions

Auto-suggest helps you quickly narrow down your search results by suggesting possible matches as you type.

Showing results for

- Home
- /
- Analytics
- /
- Stat Procs
- /
- RANGAM vs. RAND("Gamma", )

Options

- RSS Feed
- Mark Topic as New
- Mark Topic as Read
- Float this Topic for Current User
- Bookmark
- Subscribe
- Mute
- Printer Friendly Page

🔒 This topic is **solved** and **locked**.
Need further help from the community? Please
sign in and ask a **new** question.

- Mark as New
- Bookmark
- Subscribe
- Mute
- RSS Feed
- Permalink
- Report Inappropriate Content

Posted 05-12-2016 05:04 PM
(2873 views)

Hello,

I am trying to simulate data from a gamma distribution. I originally used the RAND function, from my understanding this is a newer function. However, I also tried the older function RANGAM. When using the same shape (and scale) parameters I get very different graphs when plotting the data. I'm obviously not understanding something correctly, could anyone advise on why one would use RAND vs. RANDGAM? I assumed there really shouldn't be any major differences.

Sample Code I tried

%let shape =0.15;

%let scale = 0.25;

data test;

do i = 1 to 1000;

do until (x>=0.2);

xnew=&scale.*rand("Gamma", &shape.);

xold=&scale.*randgam(1,&shape.);

end;

output;

end;

run;

proc univariate data=test;

var xnew xold;

histogram/gamma;

inset gamma/pos=ne;

run;

The data I'm trying to simulate needs to have a lower bound no less than 0.2, which is why I have the do until loop above. I'm hoping this is appropriate.

Thanks in advance for any help you can provide!

1 ACCEPTED SOLUTION

Accepted Solutions

- Mark as New
- Bookmark
- Subscribe
- Mute
- RSS Feed
- Permalink
- Report Inappropriate Content

Hello @jonesk48,

The major difference between the RAND function (with first argument "Gamma") and the RANGAM function is the underlying pseudo-random number generator: The RAND function uses the famous Mersenne Twister, whereas the older RANGAM and other RANxxx functions use an older generator with inferior statistical properties. So, for professional simulations the RAND function should be preferred. Please see the documentation for more details. You can use the CALL STREAMINIT routine to specify a seed value (as you did in the first argument of RANGAM).

5 REPLIES 5

- Mark as New
- Bookmark
- Subscribe
- Mute
- RSS Feed
- Permalink
- Report Inappropriate Content

Well.....Please ignore.... I realized I needed to debug my own code! I see there is no difference when I correct my code.

%let shape =0.15;

%let scale =0.25;

data test;

do i = 1 to 1000;

do until (xnew>=0.2);

xnew=&scale.*rand("Gamma", &shape.);

END;

OUTPUT;

end;

run;

data test1;

do i = 1 to 1000;

do until (xold>=0.2);

xnew=&scale.*rand("Gamma", &shape.);

xold=&scale.*rangam(100,&shape.);

END;

OUTPUT;

end;

run;

proc univariate data = test;

var xnew;

histogram/ gamma;

inset gamma/pos=ne;

run;

proc univariate data = test1;

var xold;

histogram/ gamma;

inset gamma/pos=ne;

run;

- Mark as New
- Bookmark
- Subscribe
- Mute
- RSS Feed
- Permalink
- Report Inappropriate Content

Hello @jonesk48,

The major difference between the RAND function (with first argument "Gamma") and the RANGAM function is the underlying pseudo-random number generator: The RAND function uses the famous Mersenne Twister, whereas the older RANGAM and other RANxxx functions use an older generator with inferior statistical properties. So, for professional simulations the RAND function should be preferred. Please see the documentation for more details. You can use the CALL STREAMINIT routine to specify a seed value (as you did in the first argument of RANGAM).

- Mark as New
- Bookmark
- Subscribe
- Mute
- RSS Feed
- Permalink
- Report Inappropriate Content

- Mark as New
- Bookmark
- Subscribe
- Mute
- RSS Feed
- Permalink
- Report Inappropriate Content

Check Rick's blog for the complete explanation RANDXXX() v.s. RAND() .

http://blogs.sas.com/content/iml/2013/07/10/stop-using-ranuni.html

- Mark as New
- Bookmark
- Subscribe
- Mute
- RSS Feed
- Permalink
- Report Inappropriate Content

Hi @Ksharp,

Thank you for providing the link to Rick's article. I skimmed over it but will definitely read it thoroughly tomorrow. Appreciate you taking the time to respond to my question.

Sincerely,

Kendra

**Available on demand!**

Missed SAS Innovate Las Vegas? Watch all the action for free! View the keynotes, general sessions and 22 breakouts on demand.

What is ANOVA?

ANOVA, or Analysis Of Variance, is used to compare the averages or means of two or more populations to better understand how they differ. Watch this tutorial for more.

Find more tutorials on the SAS Users YouTube channel.