Readers' comments indicate that my previous blog article about computing the area under an ROC curve was helpful. Great! There is another common application of numerical integration: finding the area under a density estimation curve. This article provides an overview of density estimation and computes an empirical cumulative density function.
This is Part 4 of my response to Charlie Huang's interesting article titled Top 10 most powerful functions for PROC SQL. As I did for eaerlier topics, I will examine one of the "powerful" SQL functions that Charlie mentions and show how to do the same computation in SAS/IML software.
Recently Charlie Huang showed how to use the SAS/IML language to compute an exponentially weighted moving average of some financial data. In the commentary to his analysis, he said: I found that if a matrix or a vector is declared with specified size before the computation step, the program’s efficiency
