## What is rank correlation?

When someone refers to the correlation between two variables, they are probably referring to the…

Rick WicklinRSS

Distinguished Researcher in Computational Statistics

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*.

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When someone refers to the correlation between two variables, they are probably referring to the…

By Rick Wicklin 5

Recently, I was asked whether SAS can perform a principal component analysis (PCA) that is…

By Rick Wicklin 4

A SAS customer asked, "I computed the eigenvectors of a matrix in SAS and in…

By Rick Wicklin 0

Last week I blogged about the broken-stick problem in probability, which reminded me that the…

By Rick Wicklin 4

A SAS user needed to convert a program from MATLAB into the SAS/IML matrix language…

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A classical problem in elementary probability asks for the expected lengths of line segments that…

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For a time series { y1, y2, ..., yN }, the difference operator computes the…

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Skewness is a measure of the asymmetry of a univariate distribution. I have previously shown…

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An important problem in machine learning is the "classification problem." In this supervised learning problem,…

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I recently showed how to compute a bootstrap percentile confidence interval in SAS. The percentile…