The DO Loop
Statistical programming in SAS with an emphasis on SAS/IML programs
When you implement a numerical algorithm, it is helpful to write tests for which the answer is known analytically. Because I work in computational statistics, I am always looking for test matrices that are symmetric and positive definite because those matrices can be used as covariance matrices. I have previously
A previous article shows how to compute various robust estimates of scale in SAS. In that article, I show how to scale these robust estimators so that they become consistent estimators of the standard deviation (σ) when the data are normally distributed. The scaling factor is related to the expected
Years ago, I wrote an article about the "trap and cap" programming technique. The idea is that programmers should "trap" inputs to functions (like SQRT, LOG, and QUANTILE functions) to avoid domain errors. In addition, when visualizing a function's range, you should "cap" the output to improve graphs of functions