## Tag: Statistical Programming

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Implement the folded normal distribution in SAS

I was contacted by SAS Technical Support regarding a customer who was trying to use SAS/IML to compute quantiles of the folded normal distribution. I had heard of the distribution, but it is not built into SAS and I had never worked with it. Nevertheless, I set out to understand

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Video: Calling SAS procedures from the SAS/IML language

In SAS/IML 9.22 and beyond, you can call any SAS procedure, DATA step, or macro from within a SAS/IML program. The syntax is simple: place a SUBMIT statement prior to the SAS statements and place an ENDSUBMIT statement after the SAS statements. This enables you to call any SAS procedure

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Four essential functions for statistical programmers

Normal, Poisson, exponential—these and other "named" distributions are used daily by statisticians for modeling and analysis. There are four operations that are used often when you work with statistical distributions. In SAS software, the operations are available by using the following four functions, which are essential for every statistical programmer

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Optimizing? Two hints for specifying derivatives

I previously wrote about using SAS/IML for nonlinear optimization, and demonstrated optimization by maximizing a likelihood function. Many well-known optimization algorithms require derivative information during the optimization, including the conjugate gradient method (implemented in the NLPCG subroutine) and the Newton-Raphson method (implemented in the NLPNRA method). You should specify analytic

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Maximum likelihood estimation in SAS/IML

A popular use of SAS/IML software is to optimize functions of several variables. One statistical application of optimization is estimating parameters that optimize the maximum likelihood function. This post gives a simple example for maximum likelihood estimation (MLE): fitting a parametric density estimate to data. Which density curve fits the

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Distances between words

When you misspell a word on your mobile device or in a word-processing program, the software might "autocorrect" your mistake. This can lead to some funny mistakes, such as the following: I hate Twitter's autocorrect, although changing "extreme couponing" to "extreme coupling" did make THAT tweet more interesting. [@AnnMariaStat] When

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A math puzzle solution

I previously wrote about an intriguing math puzzle that involves 5-digit numbers with certain properties. This post presents my solution in the SAS/IML language. It is easy to generate all 5-digit perfect squares, but the remainder of the problem involves looking at the digits of the squares. For this reason,

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Evaluate polynomials efficiently by using Horner's scheme

Polynomials are used often in data analysis. Low-order polynomials are used in regression to model the relationship between variables. Polynomials are used in numerical analysis for numerical integration and Taylor series approximations. It is therefore important to be able to evaluate polynomials in an efficient manner. My favorite evaluation technique

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