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.
Readers' comments indicate that my previous blog article about computing the area under an ROC curve was helpful. Great! There is another common application of numerical integration: finding the area under a density estimation curve. This article provides an overview of density estimation and computes an empirical cumulative density function.
This is Part 4 of my response to Charlie Huang's interesting article titled Top 10 most powerful functions for PROC SQL. As I did for eaerlier topics, I will examine one of the "powerful" SQL functions that Charlie mentions and show how to do the same computation in SAS/IML software.
A reader commented to me that he wants to use the HISTOGRAM statement of the SGPLOT procedure to overlay two histograms on a single plot. He could do it, but unfortunately SAS was choosing a large bin width for one of the variables and a small bin width for the
