NOTE: The MVN macro is obsolete.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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T. Licht, L. Schmidt, C. Schlick, L. Dohmen, und H. Luczak. The Future of Product Development: Proceedings of the 17th CIRP Design Conference (Berlin 2007), Seite 543–554. Berlin, Springer, (2007)