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
The area under a density estimate curve gives information about the probability that an event occurs. The simplest density estimate is a histogram, and last week I described a few ways to compute empirical estimates of probabilities from histograms and from the data themselves, including how to construct the empirical
Readers' comments indicate that my previous blog article about computing the area under an ROC curve was helpful. Great! There is another common application of numerical integration: finding the area under a density estimation curve. This article provides an overview of density estimation and computes an empirical cumulative density function.
This is Part 4 of my response to Charlie Huang's interesting article titled Top 10 most powerful functions for PROC SQL. As I did for eaerlier topics, I will examine one of the "powerful" SQL functions that Charlie mentions and show how to do the same computation in SAS/IML software.
Recently Charlie Huang showed how to use the SAS/IML language to compute an exponentially weighted moving average of some financial data. In the commentary to his analysis, he said: I found that if a matrix or a vector is declared with specified size before the computation step, the program’s efficiency
A colleague asked, "How can I enumerate the levels of a categorical classification variable in SAS/IML software?" The variable was a character variable with n observations, but he wanted the following: A "look-up table" that contains the k (unique) levels of the variable. A vector with n elements that contains
Over at the SAS/IML Discussion Forum, there have been several posts about how to call a Base SAS functions from SAS/IML when the Base SAS function supports a variable number of arguments. It is easy to call a Base SAS function from SAS/IML software when the syntax for the function
