Sometimes in matrix computations you need to obtain the values of certain submatrices such as the diagonal elements or the super- or subdiagonal elements. About a year ago, I showed one way to do that: convert subscripts to indices and vice-versa. However, a tip from @RLangTip on Twitter got me
The SAS DATA step supports a special syntax for determining whether a value is contained in an interval: y = (-2 < x < 2); This expression creates an indicator variable with the value 1 if x is in the interval (-2,2) and 0 otherwise. There is not a standard
I have previously blogged about how to convert a covariance matrix into a correlation matrix in SAS (and the other way around). However, I still get questions about it, perhaps because my previous post demonstrated more than one way to accomplish each transformation. To eliminate all confusion, the following SAS/IML
Way back when I learned to program, I remember a computer instructor explaining that an IF-THEN statement can be a relatively slow operation. He said "If a multiplication takes one unit of time, an IF statement requires about 70 units." I don't know where his numbers came from, or even
A variance-covariance matrix expresses linear relationships between variables. Given the covariances between variables, did you know that you can write down an invertible linear transformation that "uncorrelates" the variables? Conversely, you can transform a set of uncorrelated variables into variables with given covariances. The transformation that works this magic is
Have you ever wanted to run a sample program from the SAS documentation or wanted to use a data set that appears in the SAS documentation? You can: all programs and data sets in the documentation are distributed with SAS, you just have to know where to look! Sample data
Statistical programmers often need mathematical constants such as π (3.14159...) and e (2.71828...). Programmers of numerical algorithms often need to know machine-specific constants such as the machine precision constant (2.22E-16 on my Windows PC) or the largest representable double-precision value (1.798E308 on my Windows PC). Some computer languages build these
In my recent article on simulating Buffon's needle experiment, I computed the "running mean" of a series of values by using a single call to the CUSUM function in the SAS/IML language. For example, the following SAS/IML statements define a RunningMean function, generate 1,000 random normal values, and compute the
Once again I rediscovered something that I once knew, but had forgotten. Fortunately, this blog is a good place to share little code snippets that I don't want to forget. I needed to compute the diagonal elements of a product of two matrices. In symbols, I have an nxp matrix,
In simulation studies, the response variable is often a binary (or Bernoulli) variable. Often 1 is used to indicate "success" (or the occurrence of an event) whereas 0 indicates "failure" (or the absence of an event). For example, the following SAS/IML statements define a vector x of zeros and ones:
