## Tag: Statistical Programming

Programming Tips
110
Loops in SAS

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,

28
Random number streams in SAS: How do they work?

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

Programming Tips
56
How to generate random numbers in SAS

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

1

NOTE: SAS stopped shipping the SAS/IML Studio interface in 2018. It is no longer supported, so this article is no longer relevant. 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

16
Solving linear systems: Which technique is fastest?

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

7
Do you really need to compute that matrix inverse?

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

0
Please Eat My Dear Aunt Sally's Italian Lasagna

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,

4
Using Newton's method to find the zero of a function

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

5
Computing an ROC curve from basic principles

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

10
The area under a density estimate curve: Nonparametric estimates

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