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.

Advanced Analytics | Machine Learning
Rick Wicklin 0
The Kullback–Leibler divergence between continuous probability distributions

In a previous article, I discussed the definition of the Kullback-Leibler (K-L) divergence between two discrete probability distributions. For completeness, this article shows how to compute the Kullback-Leibler divergence between two continuous distributions. When f and g are discrete distributions, the K-L divergence is the sum of f(x)*log(f(x)/g(x)) over all

Advanced Analytics | Machine Learning
Rick Wicklin 0
The Kullback–Leibler divergence between discrete probability distributions

If you have been learning about machine learning or mathematical statistics, you might have heard about the Kullback–Leibler divergence. The Kullback–Leibler divergence is a measure of dissimilarity between two probability distributions. It measures how much one distribution differs from a reference distribution. This article explains the Kullback–Leibler divergence and shows

Programming Tips
Rick Wicklin 0
Bilinear interpolation in SAS

This article shows how to perform two-dimensional bilinear interpolation in SAS by using a SAS/IML function. It is assumed that you have observed the values of a response variable on a regular grid of locations. A previous article showed how to interpolate inside one rectangular cell. When you have a

Programming Tips
Rick Wicklin 0
What is bilinear interpolation?

I've previously written about linear interpolation in one dimension. Bilinear interpolation is a method for two-dimensional interpolation on a rectangle. If the value of a function is known at the four corners of a rectangle, an interpolation scheme gives you a way to estimate the function at any point in

Analytics | Programming Tips
Rick Wicklin 0
Linear interpolation in SAS

SAS programmers sometimes ask about ways to perform one-dimensional linear interpolation in SAS. This article shows three ways to perform linear interpolation in SAS: PROC IML (in SAS/IML software), PROC EXPAND (in SAS/ETS software), and PROC TRANSREG (in SAS/STAT software). Of these, PROC IML Is the simplest to use and

Analytics
Rick Wicklin 0
How many imputations are enough?

Recently I read an excellent blog post by Paul von Hippel entitled "How many imputations do you need?". It is based on a paper (von Hippel, 2018), which provides more details. Suppose you are faced with data that has many missing values. One way to address the missing values is

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