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.


This paper was originally published in JMASM Algorithms & Code without its enumeration, JMASM35.

simPPM.sas (10 kB)
SAS macro

examples.zip (1 kB)
zip folder of all examples in the article