In my article on computing confidence intervals for rankings, I had to generate p random vectors that each contained N random numbers. Each vector was generated from normal distribution with different parameters. This post compares two different ways to generate p vectors that are sampled from independent normal distributions. Sampling

## Tag: **Efficiency**

The other day, someone asked me how to compute a matrix of pairwise differences for a vector of values. The person asking the question was using SQL to do the computation for 2,000 data points, and it was taking many hours to compute the pairwise differences. He asked if SAS/IML

When you pass a matrix as an parameter (argument) to a SAS/IML module, the SAS/IML language does not create a copy of the matrix. That approach, known as "calling by value," is inefficient. It is well-known that languages that implement call-by-value semantics suffer performance penalties. In the SAS/IML language, matrices

Sampling with replacement is a useful technique for simulations and for resampling from data. Over at the SAS/IML Discussion Forum, there was a recent question about how to use SAS/IML software to sample with replacement from a set of events. I have previously blogged about efficient sampling, but this topic

I was recently asked how to create a tridiagonal matrix in SAS/IML software. For example, how can you easily specify the following symmetric tridiagonal matrix without typing all of the zeros? proc iml; m = {1 6 0 0 0, 6 2 7 0 0, 0 7 3 8 0,

In a previous post, I discussed how to use the LOC function to eliminate loops over observations. Dale McLerran chimed in to remind me that another way to improve efficiency is to use subscript reduction operators. I ended my previous post by issuing a challenge: can you write an efficient

I recently read a paper that described a SAS macro to carry out a permutation test. The permutations were generated by PROC IML. (In fact, an internet search for the terms "SAS/IML" and "permutation test" gives dozens of papers in recent years.) The PROC IML code was not as efficient

The SAS/IML language is a vector language, so statements that operate on a few long vectors run much faster than equivalent statements that involve many scalar quantities. For example, in a previous post, I asserted that the LOC function is much faster than writing a loop, for finding observations that

Recently, SAS Global Forum announced the call for papers for the 2011 conference to be held at Caesars Palace in Las Vegas. Since the conference is in Las Vegas, I’ve been thinking a lot about games of chance: blackjack, craps, roulette, and the like. You can analyze these games by

A frequently performed task in data analysis is identifying all the observations in a data set that satisfy certain conditions. For example, you might want to identify all of the female patients in your study or to identify all patients whose systolic blood pressure is greater than 140 mm Hg.