Statalist


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: RE: Random number generation


From   "Vincent, David" <david.vincent@hp.com>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Random number generation
Date   Fri, 5 Jun 2009 13:38:57 +0000

Hi Lars,

You can easily generate random draws from a variety of distributions using STATA's built in commands. For example, to generate 100 obs from the standard normal (mean 0 variance 1) you would type

1.clear
2.set obs 100
3.gen x=rnormal(0,1)



The following is from the STATA help

    runiform(r, c) returns an r x c real matrix containing uniformly
    distributed random variates on [0,1).  runiform() is the same function
    as Stata's runiform() function.

    rbeta(r, c, a, b) returns an ir x jc real matrix containing beta random
    variates.  The real-valued matrices a and b contain the beta shape
    parameters.  The matrices a and b must be r-conformable, where i =
    max(rows(a),rows(b)) and j = max(cols(a),cols(b)).

    rbinomial(r, c, n, p) returns an ir x jc real matrix containing binomial
    random variates.  The real-valued matrices n and p contain the number of
    trials and the probability parameters.  The matrices n and p must be
    r-conformable, where i = max(rows(n),rows(p)) and j =
    max(cols(n),cols(p)).

    rchi2(r, c, df) returns an ir x jc real matrix containing chi-squared

    rnormal(r, c, m, s) returns an ir x jc real matrix containing normal
    (Gaussian) random variates.  The real-valued matrices m and s contain
    the mean and standard deviation parameters, respectively.  The matrices
    m and s must be r-conformable, where i = max(rows(m),rows(s)) and j =
    max(cols(m),cols(s)).

    rpoisson(r, c, m) returns an ri x ci real matrix containing Poisson
    random variates.  The real-valued matrix m contains the Poisson mean
    parameters, where i = rows(m) and j = cols(m).



I hope this helps.

Best,

David Vincent
Econometrician
Advanced Analytics Practice
Hewlett-Packard Limited
Mobile: +44 (0)7939 200 747
Internet: mailto:david.vincent@hp.com

Hewlett-Packard Limited Registered Office: Cain Road, Bracknell, Berks RG12 1HN
Registered No: 690597 England

The contents of this message and any attachments to it are confidential and may be legally privileged. If you have received this message in error, you should delete it from your system immediately and advise the sender.

To any recipient of this message within HP, unless otherwise stated you should consider this message and attachments as "HP CONFIDENTIAL".


-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Lars Holstenkamp
Sent: 05 June 2009 14:02
To: statalist@hsphsun2.harvard.edu
Subject: st: Random number generation

Dear all,
is there somewhere a list of how to generate random numbers with various 
distributions (esp. triangular, beta, pert; for use in Monte Carlo 
simulations)?
Regards,
Lars
*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/

*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index