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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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Variable transformations

One of the advantages of programming in the SAS/IML language is its ability to transform data vectors with a single statement. For example, in data analysis, the log and square-root functions are often used to transform data so that the transformed data have approximate normality. The following SAS/IML statements create

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An improved simulation of card shuffling

Last week I presented the GSR algorithm, a statistical model of a riffle shuffle. In the model, a deck of n cards is split into two parts according to the binomial distribution. Each piece has roughly n/2 cards. Then cards are dropped from the two stacks according to the number

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Funnel plots: An alternative to ranking

In a previous blog post, I showed how you can use simulation to construct confidence intervals for ranks. This idea (from a paper by E. Marshall and D. Spiegelhalter), enables you to display a graph that compares the performance of several institutions, where "institutions" can mean schools, companies, airlines, or

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Booth Duty: More than Just Demos

Last week I was a SAS consultant. Oh, not a real consultant, but for two hours in the Support and Demo room I stood under the "Analytics" sign and in front of rollshades about SAS/STAT, SAS/QC, and SAS/IML. Customers can walk up and ask any question they want. And ask

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A statistical model of card shuffling

I recently returned from a five-day conference in Las Vegas. On the way there, I finally had time to read a classic statistical paper: Bayer and Diaconis (1992) describes how many shuffles are needed to randomize a deck of cards. Their famous result that it takes seven shuffles to randomize

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The sound of the Dow...in SAS

At the beginning of 2011, I heard about the Dow Piano, which was created by CNNMoney.com. The Dow Piano visualizes the performance of the Dow Jones industrial average in 2010 with a line plot, but also adds an auditory component. As Bård Edlund, Art Director at CNNMoney.com, said, The daily

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Computing the variance of each column of a matrix

In a previous blog post about computing confidence intervals for rankings, I inadvertently used the VAR function in SAS/IML 9.22, without providing equivalent functionality for those readers who are running an earlier version of SAS/IML software. (Thanks to Eric for pointing this out.) If you are using a version of

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How to rank values

When comparing scores from different subjects, it is often useful to rank the subjects. A rank is the order of a subject when the associated score is listed in ascending order. I've written a few articles about the importance of including confidence intervals when you display rankings, but I haven't

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How to sample from independent normal distributions

In my article on computing confidence intervals for rankings, I had to generate p random vectors that each contained N random numbers. Each vector was generated from normal distribution with different parameters. This post compares two different ways to generate p vectors that are sampled from independent normal distributions. Sampling

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Ranking with confidence: Part 1

I recently posted an article about representing uncertainty in rankings on the blog of the ASA Section for Statistical Programmers and Analysts (SSPA). The posting discusses the importance of including confidence intervals or other indicators of uncertainty when you display rankings. Today's article complements the SSPA post by showing how

Advanced Analytics
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Sorting rows of a matrix

Sorting is a fundamental operation in statistical programming, and most SAS programmers are familiar with PROC SORT for sorting data sets. But did you know that you can also sort rows of a SAS/IML matrix according to the value of one or more columns? This post shows how. Sorting a

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Simulating a random walk

In my spare time, I enjoy browsing the StackOverflow discussion forum to see what questions people are asking about SAS, SAS/IML, and statistics. Last week, a statistics student asked for help with the following homework problem: I need to generate a one-dimensional random walk in which the step length and

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