The DO Loop

Statistical programming in SAS with an emphasis on SAS/IML programs
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Rick Wicklin 5
Simulate correlated variables by using the Iman-Conover transformation

Simulating univariate data is relatively easy. Simulating multivariate data is much harder. The main difficulty is to generate variables that have given univariate distributions but also are correlated with each other according to a specified correlation matrix. However, Iman and Conover (1982, "A distribution-free approach to inducing rank correlation among

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