SAS Randgen call with Weibull distribution - sas

Question

I am trying to use call randgen within proc IML to create 10 random numbers that follow a Weibull distribution with certain parameters. Here is the code I am using (obviously there will be more than just one loop but I am just testing right now):
do i = 1 to 1;
Call randgen(Rands[i,1:Ntimes], 'Weibull', alpha[i], beta[i]);
print (rands[1,1:Ntimes]);
print (alpha[i]) (beta[i]);
end;
For this example Ntimes = 10, alpha[i] = 4.5985111, and beta[i] = 131.79508. My issue is that each of the 10 iterations/random numbers comes back as 1. I used the rweibull function in R with the same parameters and got results that made sense so I am thinking it has something to do with SAS or my code rather than an issue with the parameters. Am I using the Randgen call correctly? Does anyone know why the results would be coming out this way?

Answer 1

This works:
proc iml;
alpha=j(10);
beta=j(10);
alpha[1]=4.59;
beta[1] = 131.8;
Ntimes=10;
rands = j(1,10);
print (rands);
do i = 1 to 1;
Call randgen(Rands, 'WEIB', alpha[1],beta[1]);
print (rands);
end;
quit;
I don't think you can use Rands[1:Ntimes] that way. I think you would want to assign it to a temporary matrix and then assign that matrix's results to a larger matrix.
IE:
allRands=j(10,10);
do i = 1 to 10;
Call randgen(Rands, 'WEIB', alpha[1],beta[1]);
print (rands);
allRands[i,1:10]=Rands;
end;
print(allRands);

Answer 2

Actually, unless you are using an ancient version of SAS/IML, you don't need any loops. Since SAS/IML 12.3, the RANDGEN subroutine accepts a vector of parameters. In your case, define a vector for the alpha and beta parameters. Let's say there are 'Nparam' parameters. Then allocate an N x Nparam matrix to hold the results. With a single call to RANDGEN, you can fill the matrix so that the i_th column is a sample of size N from Weibull(alpha[i], beta[i]), as shown in the following example:
proc iml;
Nparam = 8; N = 1000;
alpha= 1:Nparam; /* assign parameter values */
beta = 10 + (Nparam:1);
rands = j(N,Nparam);
call randgen(rands, 'WEIB', alpha,beta); /* SAS/IML 12.1 */
/* DONE. The i_th column is a sample from Weibul(alpha[i], beta[i])
TEST IT: Compute the mean of each sample: */
mean = mean(rands); std = std(rands);
print (alpha//beta//mean//std)[r={"alpha" "beta" "mean" "std"}];
/* TEST IT: Plot the distribution of each sample (SAS/IML 12.3) */
title "First param"; call histogram(rands[,1]);
title "Last param"; call histogram(rands[,Nparam]);