Macros for nonparametric VaRs

June 16, 2011
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Macros for nonparametric VaRs

Value-at-risk measures the risk of loss on a specific portfolio of financial asset. The simplest ways are probably to imagine the daily returns as a normal distribution (or t-distribution) and therefore find the locations by probability. Jon Danielss...
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Interview Advice for the Aspiring SAS Programmer

June 16, 2011
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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...
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SAS BI Dashboards 4.3 – M2 patch set is out

June 15, 2011
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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
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Enumerating Levels of a Classification Variable

June 15, 2011
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A colleague asked, "How can I enumerate the levels of a categorical classification variable in SAS/IML software?" The variable was a character variable with n observations, but he wanted the following: A "look-up table" that contains the k (uni...
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Moved again. Did you blink and miss it?

June 15, 2011
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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...
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sas7bdat database reader update

June 14, 2011
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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...
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How to generate the month name from a numeric date value

June 14, 2011
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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 ...
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How to generate the month name from a numeric date value

June 14, 2011
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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 ...
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How to generate the month name from a numeric value

June 14, 2011
By

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;...
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