Pedido

dm "log;clear;output;clear;";
options nodate nonumber;
proc iml;
%macro wishart(n,Parametro);
    Mat_var_co=J(2,1,0);
    Prom_Empirico=J(2,1,0);
    Sum_de_c=J(2,1,0);
    dat=j(2,&n,0);
    mixto=0;
    %do k=1 %to &n;
        Parametro=j(2,2,.);
        matriz=j(2,2,0);
        U=ROOT(&Parametro);
        L=t(U);

        v=j(150000,1,0);
        sum=0;
        do i=1 to 150000;
            v[i,1]=ranuni(0);
            sum=sum+v[i,1];
        end;
        prom=sum/150000;
        z=(sqrt(150000)*(prom-0.5))/(1/sqrt(12));

        v_1=j(150000,1,0);
        sum_1=0;
        do i=1 to 150000;
            v_1[i,1]=ranuni(0);
            sum_1=sum_1+v_1[i,1];
        end;
        prom_1=sum_1/150000;
        z_1=(sqrt(150000)*(prom_1-0.5))/(1/sqrt(12));
        chi1=z_1**2;

        v_2=j(150000,1,0);
        sum_2=0;
        do i=1 to 150000;
            v_2[i,1]=ranuni(0);
            sum_2=sum_2+v_2[i,1];
        end;
        prom_2=sum_2/150000;
        z_2=(sqrt(150000)*(prom_2-0.5))/(1/sqrt(12));
        chi2=z_2**2;

        v_3=j(150000,1,0);
        sum_3=0;
        do i=1 to 150000;
            v_3[i,1]=ranuni(0);
            sum_3=sum_3+v_3[i,1];
        end;
        prom_3=sum_3/150000;
        z_3=(sqrt(150000)*(prom_3-0.5))/(1/sqrt(12));
        chi3=z_3**2;

        matriz[1,1]=sqrt(chi2+chi3);
        matriz[2,2]=sqrt(chi1);
        matriz[2,1]=z;
        v_wishart=L*matriz*t(matriz)*t(L);
        print v_wishart;
        matriz_1=j(2,1,0);
        Do i=1 to 2;
            matriz_1[i,1]=v_wishart[i,i];
        end;
        print matriz_1;
        Mat_var_co[1,1]=Mat_var_co[1,1]+matriz_1[1,1];
        Mat_var_co[2,1]=Mat_var_co[2,1]+matriz_1[2,1];
        Sum_de_c[1,1]=Sum_de_c[1,1]+matriz_1[1,1]**2;
        Sum_de_c[2,1]=Sum_de_c[2,1]+matriz_1[2,1]**2;
        mixto=mixto+(matriz_1[1,1]*matriz_1[2,1]);
        dat[1,&k]=matriz_1[1,1];
        dat[2,&k]=matriz_1[2,1];
    %end;
    Prom_Empirico=(1/&n)*Mat_var_co;
    PCE=(1/&n)*Sum_de_c;
    PME=(1/&n)*mixto;
    print Prom_Empirico;
    VCE=J(2,2,0);
    VCE[1,1]=PCE[1,1]-Prom_Empirico[1,1]**2;
    VCE[2,2]=PCE[2,1]-Prom_Empirico[2,1]**2;
    VCE[2,1]=PME-Prom_Empirico[1,1]*Prom_Empirico[2,1];
    VCE[1,2]=PME-Prom_Empirico[1,1]*Prom_Empirico[2,1];
    print VCE;
    PRINT dat;
%mend;
muestra={9 1,1 4};
%wishart (5,muestra);
quit;
run;