Video: New random number generators in SAS

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My 2018 SAS Global Forum paper was about "how to use the random-number generators (RNGs) in SAS." You can read the paper for details, but I recently recorded a short video that summarizes the main ideas in the paper. In particular, the video gives an overview of the new RNGs in SAS, which include the following:

  • MTHYBRID, MT2002, and MT64: Variants of the Mersenne twister RNG. The MTHYBRID method is the default RNG in SAS, beginning with the SAS 9.4M3.
  • PCG: A 64-bit permuted congruential generator
  • RDRAND: A hardware-based RNG that generates random numbers from thermal noise in the chip
  • TF2 and TF4: Counter-based Threefry RNGs

If your browser does not support embedded video, you can go directly to the video on YouTube.

The following references provide more information about the random number generators in SAS:

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Rick Wicklin

Distinguished Researcher in Computational Statistics

Rick Wicklin, PhD, is a distinguished researcher in computational statistics at SAS and is a principal developer of PROC IML and SAS/IML Studio. His areas of expertise include computational statistics, simulation, statistical graphics, and modern methods in statistical data analysis. Rick is author of the books Statistical Programming with SAS/IML Software and Simulating Data with SAS.

2 Comments

    • Rick Wicklin

      I assume you are asking "When will these newer RNGs be available in SAS/IML?" Since you can call STREAMINIT and RAND from IML, you can use them today. They will be incorporated into RANDSEED and RANDGEN in the next release.

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