What is kurtosis? What does negative or positive kurtosis mean, and why should you care? How do you compute kurtosis in SAS software? It is not clear from the definition of kurtosis what (if anything) kurtosis tells us about the shape of a distribution, or why kurtosis is relevant to
A few years ago I wrote an article that shows how to compute the log-determinant of a covariance matrix in SAS. This computation is often required to evaluate a log-likelihood function. My algorithm used the ROOT function in SAS/IML to compute a Cholesky decomposition of the covariance matrix. The Cholesky
SAS/IML 13.1 includes a handy function for programmers who write a lot of modules. The PARENTNAME function obtains the name of the symbol that was passed in as a parameter to a user-defined module. How is this useful? Well, suppose that you want to create a SAS/IML module that prints
