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.
Many people know that a surface can contain a saddle point, but did you know that you can define the saddle point of a matrix? Saddle points in matrices are somewhat rare, which means that if you choose a random matrix you are unlikely to choose one that has a
This article shows how to use SAS to solve a system of nonlinear equations. When there are n unknowns and n equations, this problem is equivalent to finding a multivariate root of a vector-valued function F(x) = 0 because you can always write the system as f1(x1, x2, ..., xn)
My article about the difference between CLASS variables and BY variables in SAS focused on SAS analytical procedures. However, the BY statement is also useful in the SAS DATA step where it is used to merge data sets and to analyze data at the group level. When you use the
This article describes and implements a fast algorithm that estimates a median for very large samples. The traditional median estimate sorts a sample of size N and returns the middle value (when N is odd). The algorithm in this article uses Monte Carlo techniques to estimate the median much faster.
Your statistical software probably provides a function that computes quantiles of common probability distributions such as the normal, exponential, and beta distributions. Because there are infinitely many probability distributions, you might encounter a distribution for which a built-in quantile function is not implemented. No problem! This article shows how to
When I first learned to program in SAS, I remember being confused about the difference between CLASS statements and BY statements. A novice SAS programmer recently asked when to use one instead of the other, so this article explains the difference between the CLASS statement and BY variables in SAS
Did you know that SAS can combine or "merge" a symbol and a line pattern into a single legend item, as shown below? This kind of legend is useful when you are overlaying a group of curves onto a scatter plot. It enables the reader to quickly associate values of
If N random people are in a room, the classical birthday problem provides the probability that at least two people share a birthday. The birthday problem does not consider how many birthdays are in common. However, a generalization (sometimes called the Multiple-Birthday Problem) examines the distribution of the number of
This article simulates the birthday-matching problem in SAS. The birthday-matching problem (also called the birthday problem or birthday paradox) answers the following question: "if there are N people in a room, what is the probability that at least two people share a birthday?" The birthday problem is famous because the
This article shows how to construct a "stacked band plot" in SAS, as shown to the right. (Click to enlarge.) You are probably familiar with a stacked bar chart in which the cumulative amount of some quantity is displayed by stacking the contributions of several groups. A canonical example is
