# Author 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.

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A statistical application of numerical integration: The area under an ROC curve

In a previous blog post, I presented a short SAS/IML function module that implements the trapezoidal rule. The trapezoidal rule is a numerical integration scheme that gives the integral of a piecewise linear function that passes through a given set of points. This article demonstrates an application of using the

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The trapezoidal rule of integration

In a previous article I discussed the situation where you have a sequence of (x,y) points and you want to find the area under the curve that is defined by those points. I pointed out that usually you need to use statistical modeling before it makes sense to compute the

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Obtaining area from a set of points on a curve

The other day I was asked, "Given a set of points, what is the area under the curve defined by those points?" As stated, the problem is not well defined. The problem is that "the curve defined by those points" doesn't have a precise meaning. However, after gathering more information,

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Computing the trace of a product of matrices

Recently I had to compute the trace of a product of square matrices. That is, I had two large nxn matrices, A and B, and I needed to compute the quantity trace(A*B). Furthermore, I was going to compute this quantity thousands of times for various A and B as part

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Listing SAS/IML variables

Did you know that you can display a list of all the SAS/IML variables (matrices) that are defined in the current session? The SHOW statement performs this useful task. For example, the following statements define three matrices: proc iml; fruit = {"apple", "banana", "pear"}; k = 1:3; x = j(1E5,

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How to create a scatter plot with marginal histograms in SAS

Many people know that the SGPLOT procedure in SAS 9.2 can create a large number of interesting graphs. Some people also know how to create a panel of graphs (all of the same type) by using the SGPANEL procedure. But did you know that you can also create a panel

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Random access: How to read specific observations in SAS/IML software

This article shows how to randomly access data in a SAS data set by using the READ POINT statement in SAS/IML software. I have previously discussed how to use the READ NEXT and READ CURRENT statements to sequentially access each observation in a SAS data set from PROC IML. Reading

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