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25008 - Generate data from a multivariate normal distribution


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NOTE: The MVN macro is obsolete. Beginning in SAS 9.2, use the RANDNORMAL function in SAS/IML software or PROC SIMNORMAL in SAS/STAT software to generate multivariate normal data. PURPOSE: The %MVN macro generates multivariate normal data using the Cholesky root of the variance-covariance matrix. Bivariate normal data can be generated using the DATA step.

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