Looping is essential to statistical programming. Whether you need to iterate over parameters in an algorithm or indices in an array, a loop is often one of the first programming constructs that a beginning programmer learns. Today is the first anniversary of this blog, which is named The DO Loop,

## Tag: **Statistical Programming**

I previously showed how to generate random numbers in SAS by using the RAND function in the DATA step or by using the RANDGEN subroutine in SAS/IML software. These functions generate a stream of random numbers. (In statistics, the random numbers are usually a sample from a distribution such as

You can generate a set of random numbers in SAS that are uniformly distributed by using the RAND function in the DATA step or by using the RANDGEN subroutine in SAS/IML software. (These same functions also generate random numbers from other common distributions such as binomial and normal.) The syntax

When I write SAS/IML programs, I usually do my development in the SAS/IML Studio environment. Why? There are many reasons, but the one that I will discuss today is the fact that the application is multithreaded and supports multiple programming workspaces. The advantages of multiple programming workspaces I am always

I've previously described ways to solve systems of linear equations, A*b = c. While discussing the relative merits of the solving a system for a particular right hand side versus solving for the inverse matrix, I made the assertion that it is faster to solve a particular system than it

The SAS/IML language provides two functions for solving a nonsingular nxn linear system A*x = c: The INV function numerically computes the inverse matrix, A-1. You can use this to solve for x: Ainv = inv(A); x = Ainv*c;. The SOLVE function numerically computes the particular solution, x, for a

In the SAS/IML language, the index creation operator (:) is used to construct a sequence of integer values. For example, the expression 1:7 creates a row vector with seven elements: 1, 2, ..., 7. It is important to know the precedence of matrix operators. When I was in grade school,

I've previously discussed how to find the root of a univariate function. This article describes how to find the root (zero) of a function of several variables by using Newton's method. There have been many papers, books, and dissertations written on the topic of root-finding, so why am I blogging

In a previous blog post, I showed how to use the LOGISTIC procedure to construct a receiver operator characteristic (ROC) curve in SAS. That same day, Charlie H. blogged about how to use the DATA step to construct an ROC curve from basic principles. It has been a long time

One of the joys of statistics is that you can often use different methods to estimate the same quantity. Last week I described how to compute a parametric density estimate for univariate data, and use the parameters estimates to compute the area under the probability density function (PDF). This article