In reply to Yao Wen.

Rick or viewers, I am new to IML and have not been able to write a code to implement a truncated multivariate normal distribution. I am trying to generate a sample of multivariate correlated data truncated below at 0 and above at 1. For instance, if I wanted to simulate a distribution of "probabilities of an event", then the resulting PDs would need to be truncated over the (0,1) interval. Can anyone provide any guidance? (By the way, thanks to my purchase of Rick's Simulating Data with SAS, I can produce univariate results that are truncated over the interval, but I cannot extend it to multivariate without some additional guidance. Thank you!