--- %%NOBANNER%% -->
/*-------------------<-- Start of Description -->--------------------\
| Generate random variate from a T distribution |
|--------------------<--- End of Description -->---------------------|
|--------------------------------------------------------------------|
|--------------<--- Start of Files or Arguments Needed -->-----------|
| Arguments Need: |
| seed - seed; Required, default is the current system time; |
| var - the variable to save the generated random variates; |
| df - the degree of freedom; |
| mean - the mean of the normal distribution; |
| std - the std of the distribution; |
| temp - temporary seed variable; |
|---------------<--- End of Files or Arguments Needed -->------------|
|--------------------------------------------------------------------|
|----------------<--- Start of Example and Usage -->-----------------|
|Example |
| data one; |
| do i=1 to 20; |
| x=%_rant(seed=1, df=3); |
| z=%_rant(seed=1, mean=10, std=5, df=3); |
| %_rant(seed=12345,var=y, mean=10, std=1, df=3); |
| output; |
| end; |
| run; %print(one); |
|Usage: _rant(seed=%sysfunc(datetime(), 15.), df=REQUIRED, var=, |
| mean=, std=); |
\-------------------<--- End of Example and Usage -->---------------*/
%macro _rant(seed=%sysfunc(datetime(), 15.), df=REQUIRED, var=, mean=,
std=, temp=_rant0_);
/*--------------------------------------------\
| Author: Duo Zhou; |
| Created: 3-22-2002 6:30pm; |
| Purpose: Random T Generator; |
\--------------------------------------------*/
%let _dfchk_=%sysfunc(rxmatch(%sysfunc(rxparse($a|$A|$w)),&df));
%if (%quote(&seed) eq) or &_dfchk_ %then %do;
%if (%quote(&seed) eq) %then %do;
%put ==> Error: This is not a valid seed!;
%if (%length(&var)) %then %do; &var=.; %end;
%else %do; .;%end;
%end;
%if &_dfchk_ %then %do;
%put ==> Error: &df is not a valid degree of freedom!;
%if (%length(&var)) %then %do; &var=.; %end;
%else %do; .;%end;
%end;
%goto finish;
%end;
%else %do;
%if (%length(&var)) %then %do;
%if (not %sysfunc(rxmatch(%sysfunc(rxparse(_|.|$a|$A|$w)),&seed))) %then %do;
drop &temp;
retain &temp &seed;
%let seed=&temp;
%end;
call ranuni(&seed, &var);
&var=tinv(&var, &df);
%end;
%else tinv(ranuni(&seed), &df);
%if (%length(&std)) %then *&std;
%if (%length(&mean)) %then +&mean;
%end;
%finish:
%mend _rant;