Multivariate_Data_Generation

Simulating Correlated Multivariate Pseudorandom Numbers. A modification of the Kaiser and Dichman (1962) procedure of generating multivariate random numbers with specified intercorrelation is proposed. The procedure works with positive and non-positive definite population correlation matrix. A SAS module is also provided to run the procedure. Multivariate_Data_Generation.sas.txt: sas.code