Move beyond spreadsheets to data mining, forecasting, optimization – and more
I was recently asked how to create a tridiagonal matrix in SAS/IML software. For example, how can you easily specify the following symmetric tridiagonal matrix without typing all of the zeros? proc iml; m = {1 6 0 0 0, 6 2 7 0 0, 0 7 3 8 0,
In a previous post, I discussed how to use the LOC function to eliminate loops over observations. Dale McLerran chimed in to remind me that another way to improve efficiency is to use subscript reduction operators. I ended my previous post by issuing a challenge: can you write an efficient
Today is World Statistics Day, an event set up to "highlight the role of official statistics and the many achievements of the national statistical system." I want to commemorate World Statistics Day by celebrating the role of the US government in data collection and dissemination. Data analysis begins with data.
Perhaps the toughest time in anyone's life is when you have to put away a loved one because they've been possessed by the devil. Other than that, though, I've had a good week*. And my week turns even better today, as we all join hands to celebrate World Statistics Day.
The IMLPlus language has been available to SAS customers since 2002, but there are still many people who have never heard of it. What is IMLPlus? The documentation SAS/IML Studio for SAS/STAT Users says this about IMLPlus: The programming language in SAS/IML Studio, which is called IMLPlus, is an enhanced
Have you ever been stuck while trying to solve a scrambled-word puzzle? You stare and stare at the letters, but no word reveals itself? You are stumped. Stymied. I hope you didn't get stumped on the word puzzle I posted as an anniversary present for my wife. She breezed through
A few people asked me to explain the significance of the cartoon in the scrambled-word puzzle that I posted as an anniversary present for my wife. The cartoon refers to a famous experiment devised by Sir Ronald A. Fisher.
In a previous post, I discussed how to generate random permutations of N elements. But what if you want to systematically iterate through a list of ALL permutations of N elements? In the SAS DATA step you can use the ALLPERM subroutine in the SAS DATA step. For example, the
Today's post is a puzzle. Why? Well, my wife loves solving word puzzles, and today is our wedding anniversary. Last year, I bought her a Jumble® book. This year, I've created a one-of-a-kind scrambled word puzzle just for her. (But you can play, too!) I created this puzzle by using
Sometimes it is convenient to reshape the data in a matrix. Suppose you have a 1 x 12 matrix. This same data can fit into several matrices with different dimensions: a 2 x 6 matrix, a 3 x 4 matrix, a 4 x 3 matrix, and so on. The SHAPE function enables you to specify the number of
A little off the topic, but can anyone explain the theory of password security to me? Specifically, how does requiring me to periodically change my password improve security? Like most of you, on some of my online accounts I am reminded every few months that I must change the password.
My previous post on creating a random permutation started me thinking about word games. My wife loves to solve the daily Jumble® puzzle that runs in our local paper. The puzzle displays a string of letters like MLYBOS, and you attempt to unscramble the letters to make an ordinary word.
I recently read a paper that described a SAS macro to carry out a permutation test. The permutations were generated by PROC IML. (In fact, an internet search for the terms "SAS/IML" and "permutation test" gives dozens of papers in recent years.) The PROC IML code was not as efficient
A previous post described a simple algorithm for generating Fibonacci numbers. It was noted that the ratio between adjacent terms in the Fibonacci sequence approaches the "Golden Ratio," 1.61803399.... This post explains why. In a discussion with my fellow blogger, David Smith, I made the comment "any two numbers (at
Often, the first step of a SAS/IML program is to use the USE, READ, and CLOSE statements to read data from a SAS data set into a vector or matrix. There are several ways to read data: Read variables into vectors of the same name. Read one or more variables
The Fall issue of Foresight is available this month, and includes a review of The BFD (the book). Here is Editor Len Tashman's preview: Books reviewed in Foresight in the past have fallen into two categories: those that serve as textbooks, largely emphasizing forecasting methods, and general-interest books, that offer
In a previous blog post about hurricanes, I created a histogram of the occurrence of tropical cyclones in the Atlantic basin during the years 1988–2003. That histogram shows that the peak of hurricane activity occurs in the second week of September, but also that a majority of tropical storms occur
The SAS/IML language is a vector language, so statements that operate on a few long vectors run much faster than equivalent statements that involve many scalar quantities. For example, in a previous post, I asserted that the LOC function is much faster than writing a loop, for finding observations that
The Junk Chart blog discusses a potential problem that can arise in grouped bar charts when the two groups have vastly different ranges. One possible solution (which is discussed at the Junk Chart sister blog, Numbers Rule Your World) is to present the data back-back in what is sometimes called
The SAS/IML run-time library contains hundreds of functions and subroutines that you can call to perform statistical analysis. There are also many functions in Base SAS software that you can call from SAS/IML programs. However, one day you might need to compute some quantity for which there is no prewritten
Visualizing the distribution of data is a primary task of data analysis. With all the hurricane activity in the Atlantic this year, I’ve been thinking about ways to visualize the historical distribution of hurricane activity. USA Today on Friday, August 13, 2010, announced that "the heart of hurricane season is
Recently, SAS Global Forum announced the call for papers for the 2011 conference to be held at Caesars Palace in Las Vegas. Since the conference is in Las Vegas, I’ve been thinking a lot about games of chance: blackjack, craps, roulette, and the like. You can analyze these games by
My mother taught me to put things away when I'm finished using them. She doesn't use a computer, but if she did, I know that she'd approve of this tip from my book: Tip: Always close your files and data sets when you are finished reading or writing them. In
Today is the birthday of Bernhard Riemann, a German mathematician who made fundamental contributions to the fields of geometry, analysis, and number theory. Riemann is definitely on my list of the greatest mathematicians of all time, and his conjecture about the distribution of prime numbers is one of the great
Missing values are a fact of life. Many statistical analyses, such as regression, exclude observations that contain missing values prior to forming matrix equations that are used in the analysis. This post shows how to find rows of a data matrix that contain missing values and how to remove those
Peter Flom reminded readers of his blog that you should always end a SAS procedure with a RUN statement. This is good rule. However, PROC IML is an exception to the rule. In PROC IML, the RUN statement is used to execute a built-in subroutine or a user-defined module. You
No matter how much we want it, and no matter how hard we try, we can’t always achieve the forecast accuracy desired. Forecasting Heads or Tails in the toss of a fair coin gives the perfect illustration (being right 50% of the time is all we can achieve over a
A frequently performed task in data analysis is identifying all the observations in a data set that satisfy certain conditions. For example, you might want to identify all of the female patients in your study or to identify all patients whose systolic blood pressure is greater than 140 mm Hg.
"How do I apply a format to a vector of values in IML? In the DATA step, I can just call the PUTN function.” This question came from a SAS customer that I met recently at a conference. My reply? Use the PUTN function, but send it a vector of
The R You Ready blog posed an interesting problem. Essentially, you have a vector that contains n(n+1)/2 elements, and you want to pack those elements into the upper left triangular portion of a matrix. For example, if your data are proc iml; /** vector v is given: ncol(v) = n(n+1)/2 for
