Hello all, I want to simulate my data (a 6 by 6 matrix) using PROC MCMC. The codes are given below: proc iml; N=50000; Mean = {0.673 0.663 0.625 0.651 0.680 0.704}; cov = {0.003368 0.000770 0.000460 0.0001367 0.000609 0.000474, 0.000770 0.003885 0.000716 -0.00021 0.000540 0.000602, 0.000460 0.000716 0.002478 0.001006 0.001013 0.000737, 0.0001367 -0.00021 0.001006 0.005104 0.001282 0.000681, 0.000609 0.000540 0.001013 0.001282 0.002611 0.001241, 0.000474 0.000602 0.000737 0.000681 0.001241 0.003422}; call randseed(1); x=Randnormal(N,Mean,Cov); SampleMean=x[:,]; n=nrow(x); y= x-repeat(SampleMean, n); SampleCov = y`* y / (n-1); print SampleMean Mean, SampleCov Cov; cname={"x1", "x2", "x3", "x4", "x5", "x6"}; create inputdata from x [colname=cname]; append from x; close inputdata; quit; proc corr data=inputdata plots(maxpoints=NONE)=matrix(histogram); var x:; run; proc mcmc data=inputdata seed=17 nmc=50000 diag=none ; ods select PostSumInt; array data[6] x1 x2 x3 x4 x5 x6; array mu[6] (0 0 0 0 0 0); array Sigma[2,2,2,2,2,2]; array mu0[6] (0 0 0 0 0 0); array Sigma0 [6,6] (100 0 0 0 0 100); array S[6,6] (1 0 0 0 0 1); parm mu Sigma ; prior mu ~ mvn(mu0, Sigma0); prior Sigma ~ iwish(6,S); rho = sigma[1,2]/sqrt(sigma[1,1]*sigma[2,2]); model data ~ mvn(mu, Sigma); run; ERROR: In the inverse Wishart distribution, Sigma must be a 2-dimensional array. A 6-dimensional array was specified. I would appreciate your help. Thannks
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