Tag: Numerical Analysis

Learn SAS | Programming Tips
Rick Wicklin 2
Round to even

In grade school, students learn how to round numbers to the nearest integer. In later years, students learn variations, such as rounding up and rounding down by using the greatest integer function and least integer function, respectively. My sister, who is an engineer, learned a rounding method that rounds half-integers

Programming Tips
Rick Wicklin 0
Linearly spaced vectors in SAS

The SAS/IML language and the MATLAB language are similar. Both provide a natural syntax for performing high-level computations on vectors and matrices, including basic linear algebra subroutines. Sometimes a SAS programmer will convert an algorithm from MATLAB into SAS/IML. Because the languages are not identical, I am sometimes asked, "what

Analytics | Programming Tips
Rick Wicklin 1
Symbolic derivatives in SAS

Did you know that you can get SAS to compute symbolic (analytical) derivatives of simple functions, including applying the product rule, quotient rule, and chain rule? SAS can form the symbolic derivatives of single-variable functions and partial derivatives of multivariable functions. Furthermore, the derivatives are output in a form that

Advanced Analytics
Rick Wicklin 8
The singular value decomposition: A fundamental technique in multivariate data analysis

The singular value decomposition (SVD) could be called the "billion-dollar algorithm" since it provides the mathematical basis for many modern algorithms in data science, including text mining, recommender systems (think Netflix and Amazon), image processing, and classification problems. Although the SVD was mathematically discovered in the late 1800s, computers have

Programming Tips
Rick Wicklin 1
The arithmetic-geometric mean

All statisticians are familiar with the classical arithmetic mean. Some statisticians are also familiar with the geometric mean. Whereas the arithmetic mean of n numbers is the sum divided by n, the geometric mean of n nonnegative numbers is the n_th root of the product of the numbers. The geometric

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