Author

Rick Wicklin
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Distinguished Researcher in Computational Statistics

Rick Wicklin, PhD, is a distinguished researcher in computational statistics at SAS and is a principal developer of PROC IML and SAS/IML Studio. His areas of expertise include computational statistics, simulation, statistical graphics, and modern methods in statistical data analysis. Rick is author of the books Statistical Programming with SAS/IML Software and Simulating Data with SAS.

Analytics | Programming Tips
Rick Wicklin 0
Quadratic optimization in SAS

At SAS Global Forum last week, I saw a poster that used SAS/IML to optimized a quadratic objective function that arises in financial portfolio management (Xia, Eberhardt, and Kastin, 2017). The authors used the Newton-Raphson optimizer (NLPNRA routine) in SAS/IML to optimize a hypothetical portfolio of assets. The Newton-Raphson algorithm

Programming Tips
Rick Wicklin 0
Print tables in SAS/IML

One of the advantages of the new mixed-type tables in SAS/IML 14.2 (released with SAS 9.4m4) is the greatly enhanced printing functionality. You can control which rows and columns are printed, specify formats for individual columns, and even use templates to completely customize how tables are printed. Printing a table

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