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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 SAS/IML software. 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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Does this kurtosis make my tail look fat?

What is kurtosis? What does negative or positive kurtosis mean, and why should you care? How do you compute kurtosis in SAS software? It is not clear from the definition of kurtosis what (if anything) kurtosis tells us about the shape of a distribution, or why kurtosis is relevant to

Rick Wicklin 0
Wolfram's Rule 30 in SAS

My previous blog post describes how to implement Conway's Game of Life by using the dynamically linked graphics in SAS/IML Studio. But the Game of Life is not the only kind of cellular automata. This article describes a system of cellular automata that is known as Wolfram's Rule 30. In

Rick Wicklin 0
Fat-tailed and long-tailed distributions

The tail of a probability distribution is an important notion in probability and statistics, but did you know that there is not a rigorous definition for the "tail"? The term is primarily used intuitively to mean the part of a distribution that is far from the distribution's peak or center.

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Convert hexadecimal colors to RGB

In response to my recent post about how to use the PALETTE function in SAS/IML to generate color ramps, a reader wrote the following: The PALETTE function returns an array of hexadecimal values such as CXF03B20. For those of us who think about colors as RGB values, is there an

Rick Wicklin 0
Create discrete heat maps in SAS/IML

In a previous article I introduced the HEATMAPCONT subroutine in SAS/IML 13.1, which makes it easy to visualize matrices by using heat maps with continuous color ramps. This article introduces a companion subroutine. The HEATMAPDISC subroutine, which also requires SAS/IML 13.1, is designed to visualize matrices that have a small

Rick Wicklin 0
The frequency of bigrams in an English corpus

In last week's article about the distribution of letters in an English corpus, I presented research results by Peter Norvig who used Google's digitized library and tabulated the frequency of each letter. Norvig also tabulated the frequency of bigrams, which are pairs of letters that appear consecutively within a word.

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Designing a quantile bin plot

While at JSM 2014 in Boston, a statistician asked me whether it was possible to create a "customized bin plot" in SAS. When I asked for more information, she told me that she has a large data set. She wants to visualize the data, but a scatter plot is not

Rick Wicklin 0
Skew this

The skewness of a distribution indicates whether a distribution is symmetric or not. A distribution that is symmetric about its mean has zero skewness. In contrast, if the right tail of a unimodal distribution has more mass than the left tail, then the distribution is said to be "right skewed"

Rick Wicklin 0
The frequency of letters in an English corpus

It's time for another blog post about ciphers. As I indicated in my previous blog post about substitution ciphers, the classical substitution cipher is no longer used to encrypt ultra-secret messages because the enciphered text is prone to a type of statistical attack known as frequency analysis. At the root

Rick Wicklin 0
Order variables by values of a statistic

When I create a graph of data that contains a categorical variable, I rarely want to display the categories in alphabetical order. For example, the box plot to the left is a plot of 10 standardized variables where the variables are ordered by their median value. The ordering makes it

Rick Wicklin 0
Ciphers, keys, and cryptoquotes

Today is my fourth blog-iversary: the anniversary of my first blog post in 2010. To celebrate, I am going to write a series of fun posts based on The Code Book by Simon Singh, a fascinating account of the history of cryptography from ancient times until the present. While reading

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How to create a hexagonal bin plot in SAS

While I was working on my recent blog post about two-dimensional binning, a colleague asked whether I would be discussing "the new hexagonal binning method that was added to the SURVEYREG procedure in SAS/STAT 13.2." I was intrigued: I was not aware that hexagonal binning had been added to a

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Choosing bins for histograms in SAS

When you create a histogram with statistical software, the software uses the data (including the sample size) to automatically choose the width and location of the histogram bins. The resulting histogram is an attempt to balance statistical considerations, such as estimating the underlying density, and "human considerations," such as choosing

Rick Wicklin 0
Creating heat maps in SAS/IML

In a previous blog post, I showed how to use the graph template language (GTL) in SAS to create heat maps with a continuous color ramp. SAS/IML 13.1 includes the HEATMAPCONT subroutine, which makes it easy to create heat maps with continuous color ramps from SAS/IML matrices. Typical usage includes

Rick Wicklin 0
Creating a basic heat map in SAS

Heat maps have many uses. In a previous article, I showed how to use heat maps with a discrete color ramp to visualize matrices that have a small number of unique values, such as certain covariance matrices and sparse matrices. You can also use heat maps with a continuous color

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