For a time series { y1, y2, ..., yN }, the difference operator computes the difference between two observations. The kth-order difference is the series { yk+1 - y1, ..., yN - yN-k }. In SAS, the DIF function in the DATA step computes differences between observations. The DIF function

## Tag: **Matrix Computations**

Rotation matrices are used in computer graphics and in statistical analyses. A rotation matrix is especially easy to implement in a matrix language such as the SAS Interactive Matrix Language (SAS/IML). This article shows how to implement three-dimensional rotation matrices and use them to rotate a 3-D point cloud. Define

Every year near Halloween I write an article in which I demonstrate a simple programming trick that is a real treat to use. This year's trick (which features the CMISS function and the crossproducts matrix in SAS/IML) enables you to count the number of observations that are missing for pairs

What is weighted regression? How does it differ from ordinary (unweighted) regression? This article describes how to compute and score weighted regression models. Visualize a weighted regression Technically, an "unweighted" regression should be called an "equally weighted " regression since each ordinary least squares (OLS) regression weights each observation equally.

Last week I showed how to represent a Markov transition matrix in the SAS/IML matrix language. I also showed how to use matrix multiplication to iterate a state vector, thereby producing a discrete-time forecast of the state of the Markov chain system. This article shows that the expected behavior of

Many computations in elementary probability assume that the probability of an event is independent of previous trials. For example, if you toss a coin twice, the probability of observing "heads" on the second toss does not depend on the result of the first toss. However, there are situations in which

A grid is a set of evenly spaced points. You can use SAS to create a grid of points on an interval, in a rectangular region in the plane, or even in higher-dimensional regions like the parallelepiped shown at the left, which is generated by three vectors. You can use

Children in primary school learn that every positive number has a real square root. The number x is a square root of s, if x2 = s. Did you know that matrices can also have square roots? For certain matrices S, you can find another matrix X such that X*X

Last week I attended SAS Global Forum 2016 in Las Vegas. I and more than 5,000 other attendees discussed and shared tips about data analysis and statistics. Naturally, I attended many presentations that featured using SAS/IML software to implement advanced analytical algorithms. Several speakers showed impressive mastery of SAS/IML programming

Last week I showed how to create dummy variables in SAS by using the GLMMOD procedure. The procedure enables you to create design matrices that encode continuous variables, categorical variables, and their interactions. You can use dummy variables to replace categorical variables in procedures that do not support a CLASS