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.
In the SAS/IML language, a user-defined function or subroutine is called a module. Modules are used to extend the capability of the SAS/IML language. In my blog posts, I usually define a module in a PROC IML session and then immediately use it. However, sometimes it is useful to store
In the SAS/IML language, a user-defined function or subroutine is called a module. Modules are used to extend the capability of the SAS/IML language. Usually you need to explicitly load modules before you use them, but there are two cases where PROC IML loads a module automatically. Modules in IMLMLIB
In a previous blog, I showed how to use SAS/IML subscript reduction operators to compute the location of the maximum values for each row of a matrix. The subscript reduction operators are useful for computing simple statistics for each row (or column) of a numerical matrix. If x is a
The other day I encountered an article in the SAS Knowledge Base that shows how to write a macro that "returns the variable name that contains the maximum or minimum value across an observation." Some people might say that the macro is "clever." I say it is complicated. This is
I've been a fan of statistical simulation and other kinds of computer experimentation for many years. For me, simulation is a good way to understand how the world of statistics works, and to formulate and test conjectures. Last week, while investigating the efficiency of the power method for finding dominant
One of the first skills that a beginning SAS/IML programmer learns is how to read data from a SAS data set into SAS/IML vectors. (Alternatively, you can read data into a matrix). The beginner is sometimes confused about the syntax of the READ statement: do you specify the names of
When I was at SAS Global Forum last week, a SAS user asked my advice regarding a SAS/IML program that he wrote. One step of the program was taking too long to run and he wondered if I could suggest a way to speed it up. The long-running step was
In statistical programming, I often test a program by running it on a problem for which I know the correct answer. I often use a single expression to compute the maximum value of the absolute difference between the vectors: maxDiff = max( abs( z-correct ) ); /* largest absolute difference
A reader asked: I want to create a vector as follows. Suppose there are two given vectors x=[A B C] and f=[1 2 3]. Here f indicates the frequency vector. I hope to generate a vector c=[A B B C C C]. I am trying to use the REPEAT function
To a statistician, the DIF function (which was introduced in SAS/IML 9.22) is useful for time series analysis. To a numerical analyst and a statistical programmer, the function has many other uses, including computing finite differences. The DIF function computes the difference between the original vector and a shifted version
