Reconcile Random Samples

Thu, Dec 23, 2010 9:19 AM #

Is there a way to generate identical random samples using R's runif
function and SAS's ranuni function?  I have assigned the same seed
values in both software packages, but the following results show
different results.   Thanks!

R
===

[1] 0.6062683 0.9376420 0.2643521 0.3800939 0.8074834 0.9780757
0.9579337
 [8] 0.7627319 0.5096485 0.0644768

SAS (the log file)
=======
15         data _null_;
16           do i=1 to 10;
17           	random = ranuni(6);
18         	put i= random=;
19         	end;
20         run;

i=1 random=0.1097754189
i=2 random=0.8205322939
i=3 random=0.3989458365
i=4 random=0.5563918723
i=5 random=0.5296154672
i=6 random=0.8156640985
i=7 random=0.2578750389
i=8 random=0.1901503369
i=9 random=0.2987641572
i=10 random=0.3993993096

Daniel Nordlund

Thu, Dec 23, 2010 11:36 AM #

Yes,

If you use the same pseudorandom number generator in both places.  The ranuni() function in SAS uses a simple multiplicative generator

   SEED = mod( SEED * 397204094, 2**31-1 )

and then returns the value SEED / (2^31 - 1) as the random number. SAS also has a much better generator, rand().  I would instead generate a series of random number in one program and export the numbers to the other program.

Hope this is helpful,

Dan

Daniel Nordlund
Bothell, WA