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.
I've previously described ways to solve systems of linear equations, A*b = c. While discussing the relative merits of the solving a system for a particular right hand side versus solving for the inverse matrix, I made the assertion that it is faster to solve a particular system than it
This article describes the SAS/IML CHOOSE function: how it works, how it doesn't work, and how to use it to make your SAS/IML programs more compact. In particular, the CHOOSE function has a potential "gotcha!" that you need to understand if you want your program to perform as expected. What
When I was at the Joint Statistical Meetings (JSM) last week, a SAS customer asked me whether it was possible to use the SGPLOT procedure to produce side-by-side bar charts. The answer is "yes" in SAS 9.3, thanks to the new GROUPDISPLAY= option on the VBAR and HBAR statements. For
The SAS/IML language provides two functions for solving a nonsingular nxn linear system A*x = c: The INV function numerically computes the inverse matrix, A-1. You can use this to solve for x: Ainv = inv(A); x = Ainv*c;. The SOLVE function numerically computes the particular solution, x, for a
In the SAS/IML language, the index creation operator (:) is used to construct a sequence of integer values. For example, the expression 1:7 creates a row vector with seven elements: 1, 2, ..., 7. It is important to know the precedence of matrix operators. When I was in grade school,
I've previously discussed how to find the root of a univariate function. This article describes how to find the root (zero) of a function of several variables by using Newton's method. There have been many papers, books, and dissertations written on the topic of root-finding, so why am I blogging
At the SAS/IML Support Community, a SAS/IML programmer recently asked how to find "the root of a complicated equation." That's a huge question, and many papers and books have been written on the topic of root-finding, also known as finding the zeros of a function. Everyone has favorite techniques for
A matrix is an array of numbers or character strings. When I print a matrix, I usually want to see only the data. However, sometimes it is helpful to add row or column headings that indicate the names of variables or labels for rows. A simple example is count data
In a previous blog post, I showed how to use the LOGISTIC procedure to construct a receiver operator characteristic (ROC) curve in SAS. That same day, Charlie H. blogged about how to use the DATA step to construct an ROC curve from basic principles. It has been a long time
I've written about how to add a diagonal line to a scatter plot by using the SGPLOT procedure in SAS 9.2. The main idea (use the VECTOR statement) is easy enough, but writing a program that handles a line with any slope requires some additional effort. But now SAS 9.3
