The DO Loop
Statistical programming in SAS with an emphasis on SAS/IML programs
A previous article discusses Welford's one-pass method for computing the sample mean and variance. The article mentions that a useful application of Welford's formulas is to monitor the convergence of a Monte Carlo simulation. This article shows how to implement that strategy in SAS. The Goldilocks Principle for Monte Carlo
In statistical programming, we often assume that the data are stored in a matrix or a data set and can be read at will. For example, if you want to compute a sample mean or standard deviation, you simply pass a vector to a built-in function, and the software spits
This is the last article in a series about the nonnegative matrix factorization (NMF). In this article, I run and visualize an NMF analysis of the Scotch whisky data and compare it to a principal component analysis (PCA). Previous articles in the series provide information about the whisky data, the