My 2018 SAS Global Forum paper was about "how to use the random-number generators (RNGs) in SAS." You can read the paper for details, but I recently recorded a short video that summarizes the main ideas in the paper. In particular, the video gives an overview of the new RNGs in SAS, which include the following:
- MTHYBRID, MT2002, and MT64: Variants of the Mersenne twister RNG. The MTHYBRID method is the default RNG in SAS, beginning with the SAS 9.4M3.
- PCG: A 64-bit permuted congruential generator
- RDRAND: A hardware-based RNG that generates random numbers from thermal noise in the chip
- TF2 and TF4: Counter-based Threefry RNGs
If your browser does not support embedded video, you can go directly to the video on YouTube.
The following references provide more information about the random number generators in SAS:
- How to use the new random-number generators in SAS
- Independent streams of random numbers in SAS (How to use the CALL STREAM routine.)
- Sarle, W. and Wicklin, R., 2018, "Tips and Techniques for Using the Random-Number Generators in SAS," Proceedings of the SAS Global Forum Conference.