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Use the Cholesky transformation to correlate and uncorrelate variables

Rick WicklinFebruary 8, 2012 0

Use the Cholesky transformation to correlate and uncorrelate variables

A variance-covariance matrix expresses linear relationships between variables. Given the covariances between variables, did you know that you can write down an invertible linear transformation that "uncorrelates" the variables? Conversely, you can transform a set of uncorrelated variables into variables with given covariances. The transformation that works this magic is

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Rick WicklinFebruary 6, 2012 0

How to access SAS sample programs

Have you ever wanted to run a sample program from the SAS documentation or wanted to use a data set that appears in the SAS documentation? You can: all programs and data sets in the documentation are distributed with SAS, you just have to know where to look! Sample data

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Data Visualization

Sanjay MatangeFebruary 6, 2012 0

Comparative density plots

Recently a user posted a question on the SAS/GRAPH and ODS Graphics Communities page on how to plot the normal density curves for two classification levels in the same graph. We have often seen examples of a distribution plot of one variable using a histogram with normal and kernel density curves. Here is a simple example: Code Snippet:

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