NOTE: The MVN macro is obsolete. Beginning in SAS 9.2, use the RANDNORMAL function in SAS/IML software or PROC SIMNORMAL in SAS/STAT software to generate multivariate normal data.
PURPOSE:
The %MVN macro generates multivariate normal data using the Cholesky root of the variance-covariance matrix. Bivariate normal data can be generated using the DATA step.
D. Terpstra, H. Jagode, H. You, and J. Dongarra. Tools for High Performance Computing 2009, page 157--173. Berlin, Heidelberg, Springer Berlin Heidelberg, (2010)
J. Lyon, J. Fedder, and C. Mobarry. Journal of Atmospheric and Solar-Terrestrial Physics, 66 (15):
1333 - 1350(2004)Towards an Integrated Model of the Space Weather System.