CALL RANGAM Routine

Returns a random variate from a gamma distribution

Category: Random Number

Syntax

CALL RANGAM ( seed,a,x );

Arguments

seed

• is the seed value. A new value for seed is returned each time CALL RANGAM is executed.

• Range: seed < 2 ³¹ -1

• Note: If seed ‰ 0, the time of day is used to initialize the seed stream.

• See: 'Seed Values' on page 257 for more information about seed values

a

• is a numeric shape parameter.

• Range: a > 0

x

• is a numeric variable. A new value for the random variate x is returned each time CALL RANGAM is executed.

Details

The CALL RANGAM routine updates seed and returns a variate x that is generated from a gamma distribution with parameter a .

By adjusting the seeds , you can force streams of variates to agree or disagree for some or all of the observations in the same, or in subsequent , DATA steps.

For a >1, an acceptance- rejection method by Cheng is used (Cheng, 1977; see in 'References' on page 926). For a 1, an acceptance-rejection method by Fishman is used (Fishman, 1978; see in 'References' on page 926).

Comparisons

The CALL RANGAM routine gives greater control of the seed and random number streams than does the RANGAM function.

Examples

This example uses the CALL RANGAM routine:

 options nodate pageno=1 linesize=80 pagesize=60;  data case;     retain Seed_1 Seed_2 Seed_3 45;     a=2;     do i=1 to 10;        call rangam(Seed_1,a,X1);        call rangam(Seed_2,a,X2);        X3=rangam(Seed_3,a);        if i=5 then           do;              Seed_2=18;              Seed_3=18;           end;        output;     end;  run;  proc print;     id i;     var Seed_1-Seed_3 X1-X3;  run; 

The following output shows the results:

Output 4.9: The RANGAM Example

 The SAS System                                    1    i         Seed_1          Seed_2    Seed_3        X1            X2            X3    1       1404437564    1404437564      45       1.30569       1.30569       1.30569    2       1326029789    1326029789      45       1.87514       1.87514       1.87514    3       1988843719    1988843719      45       1.71597       1.71597       1.71597    4         50049159      50049159      45       1.59304       1.59304       1.59304    5        802575599            18      18       0.43342       0.43342       0.43342    6        100573943     991271755      18       1.11812       1.32646       1.11812    7       1986749826    1437043694      18       0.68415       0.88806       0.68415    8         52428589     959908645      18       1.62296       2.46091       1.62296    9       1216356463    1225034217      18       2.26455       4.06596       2.26455   10        805366679     425626811      18       2.16723       6.94703       2.16723 

 

Changing Seed_2 for the CALL RANGAM statement, when I=5, forces the stream of the variates for X2 to deviate from the stream of the variates for X1. Changing Seed_3 on the RANGAM function, however, has no effect.

See Also

Function:

• 'RANGAM Function' on page 777