The determinant of a matrix arises in many statistical computations, such as in estimating parameters that fit a distribution to multivariate data. For example, if you are using a log-likelihood function to fit a multivariate normal distribution, the formula for the log-likelihood involves the expression log(det(Σ)), where Σ is the
Did you know that you can index into SAS/IML matrices by using unique strings that you assign via the MATTRIB statement? The MATTRIB statement associates various attributes to a matrix. Usually, these attributes are only used for printing, but you can also use the ROWNAME= and COLNAME= attributes to subset
It is common to want to extract the lower or upper triangular elements of a matrix. For example, if you have a correlation matrix, the lower triangular elements are the nontrivial correlations between variables in your data. As I've written before, you can use the VECH function to extract the
Many SAS procedures can produce ODS statistical graphics as naturally as they produce tables. Did you know that it is possible to obtain the numbers underlying an ODS statistical graph? This post shows how. Suppose that a SAS procedure creates a graph that displays a curve and that you want
Last week I wrote an article in which I pointed out that many SAS programmers write a simulation in SAS by writing a macro loop. This approach is extremely inefficient, so I presented a more efficient technique. Not only is the macro loop approach slow, but there are other undesirable
I often use the SAS/IML language for simulating data with certain known properties. In fact, I'm writing a book called Simulating Data with SAS. When I simulate repeated measurements (sometimes called replicated data), I often want to generate an ID variable that identifies which measurement is associated with which subject
No matter what statistical programming language you use, be careful of testing for an exact value of a floating-point number. This is known in the world of numerical analysis as "10.0 times 0.1 is hardly ever 1.0" (Kernighan and Plauger, 1974, The Elements of Programming Style). There are many examples
I recently read a blog post in which a SAS user had to rename a bunch of variables named A1, A2,..., A10, such as are contained in the following data set: /* generate data with variables A1-A10 */ data A; array A[10] A1-A10 (1); do i = 1 to 10;
In the SAS/IML language, a user-defined function or subroutine is called a module. Modules are used to extend the capability of the SAS/IML language. In my blog posts, I usually define a module in a PROC IML session and then immediately use it. However, sometimes it is useful to store
In the SAS/IML language, a user-defined function or subroutine is called a module. Modules are used to extend the capability of the SAS/IML language. Usually you need to explicitly load modules before you use them, but there are two cases where PROC IML loads a module automatically. Modules in IMLMLIB
