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Mu root cov normal - PowerPoint PPT Presentation

proc iml ; n= 100 ; bivariate=j(n, 2 , 0 ); mu={ 2 , 4 }; cov={ 3 1 , 1 5 };

proc iml ; n= 100 ; bivariate=j(n, 2 , 0 ); mu={ 2 , 4 }; cov={ 3 1 , 1 5 }; seed= 0 ; do i= 1 to n; bivariate[i,]=( mu+root(cov)`*normal(j(nrow(cov), 1 ,seed)) )`; end; print bivariate; quit ;. proc iml ; n= 100 ; mu={ 2 , 4 };

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Mu root cov normal - PowerPoint PPT Presentation

proc iml ; n= 100 ; bivariate=j(n, 2 , 0 ); mu={ 2 , 4 }; cov={ 3 1 , 1 5 };