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Programming Tips

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Analytics | Data Visualization | Programming Tips

Rick WicklinNovember 6, 2019 5

What are biplots?

Principal component analysis (PCA) is an important tool for understanding relationships in continuous multivariate data. When the first two principal components (PCs) explain a significant portion of the variance in the data, you can visualize the data by projecting the observations onto the span of the first two PCs. In

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Learn SAS | Programming Tips

Rick WicklinOctober 30, 2019 0

Compute the first or last day of a month or year

Every year at Halloween, I post an article that shows a SAS trick that is a real treat. This article shows how to use the INTNX function to find dates that are related to a specified date. The INTNX function is a sweet treat, indeed. I previously wrote an article

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Learn SAS | Programming Tips

Rick WicklinOctober 28, 2019 2

Use regular expressions to specify variable names in SAS

A common task in SAS programming is to specify a list of variables that satisfy some pattern. You can specify lists for the KEEP= or DROP= data set options, and you can use lists of variables on many SAS statements such as the VAR and MODEL statements. Although SAS has

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Programming Tips

Rick WicklinOctober 23, 2019 2

Perform matrix computations when the matrices don't fit in memory

In response to a recent article about how to compute the cosine similarity of observations, a reader asked whether it is practical (or even possible) to perform these types of computations on data sets that have many thousands of observations. The problem is that the cosine similarity matrix is an

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Analytics | Programming Tips

Rick WicklinOctober 2, 2019 25

Compute the geometric mean, geometric standard deviation, and geometric CV in SAS

I frequently see questions on SAS discussion forums about how to compute the geometric mean and related quantities in SAS. Unfortunately, the answers to these questions are sometimes confusing or even wrong. In addition, some published papers and web sites that claim to show how to calculate the geometric mean

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Programming Tips

Rick WicklinSeptember 30, 2019 4

What is a geometric mean?

There are several different kinds of means. They all try to find an average value from among a set of numbers. Although the most popular mean is the arithmetic mean, the geometric mean can be useful for problems in statistics, finance, and biology. A common application of the geometric mean

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Analytics | Programming Tips

Rick WicklinSeptember 25, 2019 2

Solve many optimization problems

One of the strengths of the SAS/IML language is its flexibility. Recently, a SAS programmer asked how to generalize a program in a previous article. The original program solved one optimization problem. The reader said that she wants to solve this type of problem 300 times, each time using a

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Analytics | Data Visualization | Programming Tips

Rick WicklinSeptember 16, 2019 0

The Hull moving average: Implement a custom time series smoother in SAS

A moving average is a statistical technique that is used to smooth a time series. My colleague, Cindy Wang, wrote an article about the Hull moving average (HMA), which is a time series smoother that is sometimes used as a technical indicator by stock market traders. Cindy showed how to

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Analytics | Data Visualization | Programming Tips

Rick WicklinSeptember 5, 2019 4

Use cosine similarity to make recommendations

When you order an item online, the website often recommends other items based on your purchase. In fact, these kinds of "recommendation engines" contributed to the early success of companies like Amazon and Netflix. SAS uses a recommender engine to suggest articles on the SAS Support Communities. Although recommender engines

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Analytics | Data Visualization | Programming Tips

Rick WicklinSeptember 3, 2019 8

Cosine similarity of vectors

An important application of the dot product (inner product) of two vectors is to determine the angle between the vectors. If u and v are two vectors, then cos(θ) = (u ⋅ v) / (|u| |v|) You could apply the inverse cosine function if you wanted to find θ in

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