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**CALL VNORMAL(***series, mu, sigma, n <, seed>***);**

The inputs to the VNORMAL subroutine are as follows:

*mu*- specifies a
*k*×1 (or 1 ×*k*) mean vector. By default,*mu*is a zero vector. *sigma*- specifies a
*k*×*k*symmetric positive-definite covariance matrix. By default,*sigma*is an identity matrix with dimension*k*. You must specify either*mu*or*sigma*. *n*- specifies the length of the series. By default,
*n*=100. *seed*- specifies the random number seed.
If it is not supplied, the system clock is used to generate the seed.
If it is negative, then the absolute value is used as the starting
seed; otherwise, subsequent calls ignore the value of
*seed*and use the last seed generated internally.

The VNORMAL subroutine returns the following value:

*series*- refers an
*n*×*k*matrices the generated normal random series.

To generate a bivariate space (

call vnormal(et, mu, sigma, 100);

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