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Rick WicklinSeptember 6, 2012 5

Ah! The joys of sets! It is easy to test whether two vectors are equal in SAS/IML software. It is only slightly more challenging to test whether two sets are equal. Recall that A and B are equal as sets if they contain the same elements. Order does not matter.

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Rick WicklinAugust 20, 2012 13

How to return multiple values from a SAS/IML function

The SAS/IML language supports user-defined functions (also called modules). Many SAS/IML programmers know that you can use the RETURN function to return a value from a user-defined function. For example, the following function returns the sum of each column of matrix: proc iml; start ColSum(M); return( M[+, ] ); /*

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Rick WicklinAugust 16, 2012 5

Extract the lower triangular elements of a matrix

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

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Rick WicklinJuly 11, 2012 7

Visualize the bivariate normal cumulative distribution

When you are working with probability distributions (normal, Poisson, exponential, and so forth), there are four essential functions that a statistical programmer needs. As I've written before, for common univariate distributions, SAS provides the following functions: the PDF function, which returns the probability density at a given point the CDF

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Rick WicklinJuly 9, 2012 0

Reordering data to match a target order

Suppose that you have two data vectors, x and y, with the same number of elements. How can you rearrange the values of y so that they have the same relative order as the values of x? In other words, find a permutation, π, of the elements of y so

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Rick WicklinJuly 5, 2012 16

Compute the multivariate normal density in SAS

I've been working on a new book about Simulating Data with SAS. In researching the chapter on simulation of multivariate data, I've noticed that the probability density function (PDF) of multivariate distributions is often specified in a matrix form. Consequently, the multivariate density can usually be computed by using the

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Rick WicklinJune 27, 2012 0

Create an ID vector for repeated measurements

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

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Rick WicklinJune 22, 2012 1

Compute a running total for a "window" of time

A reader wrote for help with a computational problem. He has a vector of length N and the vector contains integer values in the range [1, 120], which represent months for which events occurred over a 10-year period. The question is: what is the 24-month period for which the most

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Rick WicklinMay 29, 2012 0

Did you know that PROC IML automatically loads certain modules?

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

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Rick WicklinMay 23, 2012 4

Compute statistics for each row by using subscript operators

In a previous blog, I showed how to use SAS/IML subscript reduction operators to compute the location of the maximum values for each row of a matrix. The subscript reduction operators are useful for computing simple statistics for each row (or column) of a numerical matrix. If x is a

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