I'm trying to simulate data from a multivariate normal distribution with mean=MU and variance=MVNCOV: For example, if we want to run 1000 simulations from a multivariate normal with MU={6.3 1.8 3.7} and MVNCOV={2, 3, 1, 3, 8, 5, 1, 5, 4} Are the following codes correct? Thanks! proc iml; nobs=1000; MU={6.3 1.8 3.7); MVNCOV={2 3 1, 3 8 5, 1 5 4}; MVS=ROOT(MVNCOV); RandSeed=floor(RANUNI(round(time(),16.0))*10000000); /* simulate random seed from system time */ x=J(nobs,1,1)*MU + NORMAL(J(nobs,3,RandSeed))*MVS; create _simparm0_ from x(| COLNAME={P1 P2 P3} |); append from x; quit; run;
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