NOTE: The MVN macro is obsolete.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.
T. Licht, L. Dohmen, P. Schmitz, L. Schmidt, and H. Luczak. Proceedings of the European Simulation and Modelling Conference (Paris 2004), page 188-195 *** Best Paper Award ***. Ghent, EUROSIS-ETI, (2004)
A. Künzer, L. Schmidt, C. Schlick, and H. Luczak. Autonome Produktionszellen: Komplexe Produktionsprozesse flexibel automatisieren, Springer, Berlin, (2006)
T. Licht, L. Schmidt, C. Schlick, L. Dohmen, and H. Luczak. The Future of Product Development: Proceedings of the 17th CIRP Design Conference (Berlin 2007), page 543–554. Berlin, Springer, (2007)