Value-at-risk (VaR) measures the risk of loss on a specific portfolio of financial asset. Jon Danielsson introduced how to apply the nonparametric(historic simulation) and parametric methods to estimate univariate and multivariate VaRs [Ref. 1]. And t…
Category: SAS
Macros to estimate value at risk
Value-at-risk (VaR) measures the risk of loss on a specific portfolio of financial asset. Jon Danielsson introduced how to apply the nonparametric(historic simulation) and parametric methods to estimate univariate and multivariate VaRs [Ref. 1]. And t…
Interview Advice for the Aspiring SAS Programmer
Last week on the SAS Training Facebook page, I answered a question about what to expect during a job interview. It’s a question I’ve seen before, since I speak with students about SAS Certification, and many of them seek certification in pursuit of a f…
SAS BI Dashboards 4.3 – M2 patch set is out
Well after a day trying to use the SAS 9.2/4.3 BI Dashboards I think applying the M2 patch set that has just been released is mandatory!
http://support.sas.com/documentation/cdl/en/whatsdiff/63928/HTML/default/viewer.htm#n187p76ccvsi57n1532c21g7quex.htm
Moved again. Did you blink and miss it?
Sometime very recently, probably while you weren’t looking, I changed jobs at SAS (yes, again). This time it’s a bigger change for me, because I’m no longer part of the SAS R&D organization, where I’ve worked for nearly 14 years. Instead, I’m pa…
sas7bdat database reader update
An earlier post (1216) introduced a compatibility study (i.e. reverse engineering) of the sas7bdat database file format. The code and documentation for this are here: http://github.com/biostatmatt/sas7bdat. I’ve recently restructured the code as an R package, and added some functionality. Look for the sas7bdat package on the CRAN. Also, the read.sas7bdat code has been ported to […]
How to generate the month name from a numeric value
Task: I have a SAS date and wanted to create a variable with the month name.
Here is how to do it……
Use MONNAMEw. Format which is simple and easy. MONNAMEw. Format is available in SAS 9.X versions.
/*Use MONNAMEw. format*/
data month;…
How to generate the month name from a numeric date value
Task: I have a SAS date and wanted to create a variable with the month name.
Here is how to do it……
Using MONNAMEw. format which is simple and easy. MONNAMEw. format is available in SAS 9.X versions.
/*Use MONNAMEw. format*/
data …