Material in this article is copyrighted and initially published by JMASM, Vol. 15, No. 1, 836-847. ISSN 1538 − 9472. JMASM Inc PO Box 48023 Oak Park, MI 48237


The conventional power method transformation is a moment-matching technique that simulates non-normal distributions with controlled measures of skew and kurtosis. The percentile-based power method is an alternative that uses the percentiles of a distribution in lieu of moments. This article presents a SAS/IML macro that implements the percentile-based power method.

JMASM-2016-simPPM.txt (10 kB)
simPPM - a SAS macro for a 3rd order percentile-based power method

JMASM-2016-ex1percentiles.txt (1 kB)
Example 1 percentiles

JMASM-2016-ex2correlations.txt (1 kB)
Example 2 correlations

JMASM-2016-ex2percentiles.txt (1 kB)
Example 2 percentiles