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CALL RANEXP

CALL RANEXP



Returns a random variate from an exponential distribution

Category: Random Number


Syntax
Arguments
Details
Comparisons
Examples
See Also

Syntax

CALL RANEXP(seed,x);

Arguments

seed
is the seed value. For more information about seeds, see Seed Values. A new value for seed is returned each time CALL RANEXP is executed.
Range: seed < 231 - 1
Note: If seed [le] 0, the time of day is used to initialize the seed stream.

x
is a numeric variable. A new value for the random variate x is returned each time CALL RANEXP is executed.


Details

The CALL RANEXP routine updates seed and returns a variate x that is generated from an exponential distribution that has a parameter of 1.

By adjusting the seeds, you can force streams of variates to agree or disagree for some or all of the observations in the same, or in subsequent, DATA steps.

The CALL RANEXP routine uses an inverse transform method applied to a RANUNI uniform variate.


Comparisons

The CALL RANEXP routine gives greater control of the seed and random number streams than does the RANEXP function.


Examples

This example uses the CALL RANEXP routine:

options nodate pageno=1 linesize=80 pagesize=60;  

data case;
   retain Seed_1 Seed_2 Seed_3 45;
   do i=1 to 10;
      call ranexp(Seed_1,X1);
      call ranexp(Seed_2,X2);
      X3=ranexp(Seed_3);
      if i=5 then
         do;
            seed_2=18;
            seed_3=18;
         end;
      output;
   end;
   run;

proc print;
   id i;
   var Seed_1-Seed_3 X1-X3;
run;

The RANEXP Example shows the results.

The RANEXP Example
                                 The SAS System                                1

    i      Seed_1        Seed_2      Seed_3       X1         X2         X3

    1     694315054     694315054      45      1.12913    1.12913    1.12913
    2    1404437564    1404437564      45      0.42466    0.42466    0.42466
    3    2130505156    2130505156      45      0.00794    0.00794    0.00794
    4    1445125588    1445125588      45      0.39610    0.39610    0.39610
    5    1013861398            18      18      0.75053    0.75053    0.75053
    6    1326029789     417047966      18      0.48211    0.57102    0.48211
    7     932142747     850344656      18      0.83457    0.92566    0.83457
    8    1988843719    2067665501      18      0.07674    0.16730    0.07674
    9     516966271     607886093      18      1.42407    0.51513    1.42407
   10    2137808851    1550198721      18      0.00452    0.91543    0.00452

Changing Seed_2 for the CALL RANEXP statement, when I=5, forces the stream of the variates for X2 to deviate from the stream of the variates for X1. Changing Seed_3 on the RANEXP function, however, has no effect.

See Also

Function:

RANEXP


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Copyright 1999 by SAS Institute Inc., Cary, NC, USA. All rights reserved.