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st: generation of random numbers to generate CDF


From   cthompson@dfpm.utah.edu
To   statalist@hsphsun2.harvard.edu
Subject   st: generation of random numbers to generate CDF
Date   Fri, 12 Sep 2003 13:39:59 -0600

Greetings Statalisters -
I wrote a program with Intercooled STATA V8 that generates random numbers from an exponential distribution, from which I want to standardize the random numbers then compare the distribution to the Standard Normal CDF.  If I limit the number of observations to 100 and the number of iterations to 100 the program runs fine, but if I want to increase the number of iterations to 1,000 STATA returns an error indicating that the matsize is too small - a predictable response since Intercooled limits the matsize to 800.  I've pasted my code below and I'm wondering if anyone has any suggestions regarding a more elegant way to write the program or if I simply have to accept the fact that Intercooled STATA 8 won't generate the 1,000 iterations.  Many thanks in advance.
Clint Thompson

Here is the code for 100 observations and 100 iterations, which runs fine, but how to address the need to iterate 1,000 or more times (that is, change the N to 1,000)??
/*   N = 100 ITERATIONS */
/*  EXPONENTIAL, N=100  */
forvalues i = 1(1)100 {
      set obs 100
      generate exp`i' = -1*ln(uniform())
      }
set matsize 100
collapse (mean) exp1-exp100         /*Returns a 1x100 vector of means*/
mkmat exp1-exp1000, matrix(Means)
matrix Means_T = Means'             /*Returns transpose of above matrix*/
matrix one = J(100,1,1)             /*Creates 100x1 matrix w/all ones in column*/
matrix Ysubn = (Means_T - one)*(sqrt(100))      /*Generate the Ys*/
svmat double Ysubn, name(Yexp100)   /*Changes the col.vector to a variable */
drawnorm norm100, n(100)            /*Draws random sample from normal distribution*/
cumul Yexp1001, gen(EXP100)         /*cumulative distribution function*/
cumul norm100, gen(NORM_100)        /*cumulative dist. function for Std. Normal*/
label var EXP100 "Exponential, N=100"
label var NORM_100 "Standard Normal, N=100"
#delimit ;
/*Dual CDF plots*/
line EXP100 Yexp1001, clwidth(medthick) || line NORM_100 norm100, sort
clwidth(thick) xtick(-4.0(.5)4.0);
clear
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