Programming Tips

Strengthen your programming skills with tips and techniques from the experts

Programming Tips
Ron Cody 0
The Amazing COMPRESS Function

In the past, the COMPRESS function was useful. Since SAS version 9, it has become a blockbuster, and you might not have noticed. The major change was the addition of a new optional parameter called MODIFIERS. The traditional use of the COMPRESS function was to remove blanks or a list

Programming Tips
Rick Wicklin 0
The probability integral transform

This article uses simulation to demonstrate the fact that any continuous distribution can be transformed into the uniform distribution on (0,1). The function that performs this transformation is a familiar one: it is the cumulative distribution function (CDF). A continuous CDF is defined as an integral, so the transformation is

Analytics | Programming Tips
Rick Wicklin 0
Simulate correlated variables by using the Iman-Conover transformation

Simulating univariate data is relatively easy. Simulating multivariate data is much harder. The main difficulty is to generate variables that have given univariate distributions but also are correlated with each other according to a specified correlation matrix. However, Iman and Conover (1982, "A distribution-free approach to inducing rank correlation among

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