Posts Tagged ‘ array ’

Map and Reduce in MapReduce: a SAS Illustration

October 4, 2011
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Map and Reduce in MapReduce: a SAS Illustration

In last post, I mentioned Hadoop, the open source implementation of Google’s MapReduce for parallelized processing of big data. In this long National Holiday, I read the original Google paper, MapReduce: Simplified Data Processing on Large Clusters by Jeffrey Dean and Sanjay Ghemawat and got that the terminologies of “map” and “reduce” were basically...
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Array 2.0: matrix-friendly array in Proc Fcmp

March 18, 2011
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Array 2.0: matrix-friendly array in Proc Fcmp

Array is probably the only number-indexed data type in SAS. SAS programmers adopt it mainly for multiple-variable batch-processing. For example, longitudinal summation can be achieved by specifying a one-dimensional array and then adding all array elem...
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Proc Fcmp(4): Binomial tree vs. Black-Scholes model

December 12, 2010
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Proc Fcmp(4):  Binomial tree vs. Black-Scholes model

The very truth is that SAS has limited financial functions. Thanks to SAS Institute, they finally added some option pricing functions in the base module of SAS 9.2, such as Black-Scholes put/call functions, Garman-Kohlhagen put/call functions, etc. Thu...
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Proc Fcmp(2): a subroutine for Binomial-CRR model

December 5, 2010
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Problems: Quote for six-month American style euro currency options on plain vanilla, Maxand 〖Max〗^0.5. Exchange rate S_0=$1.3721 /euroSix-month continuously compounded inter-bank rates: r=0.4472%,r_f=1.2840%.Assumptions:The exchange r...
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Data Steps 2010-07-19 22:25:00

July 19, 2010
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I have a data set of sales data by day. Unfortunately the names of the columns represent the dates. In order to work with the data, I need to transform the data set so each day represents an observation.The data set looks something like this:store _0...
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An efficient macro for Stump – two terminal nodes tree

February 17, 2010
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In this post, I post an improved SAS macro of the single partition split algorithm in Chapter 2 of "Pharmaceutical Statistics Using SAS: A Practical Guide" by Alex Dmitrienko, Christy Chuang-Stein, Ralph B. D'Agostino. The single part...
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Implementing Gap statistic for clustering number estimation

January 22, 2010
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Gap statistic is a method used to estimate the most possible number of clusters in a partition clustering, noticeablly k-means clustering. This measurement was originated by Trevor Hastie, Robert Tibshirani, and Guenther Walther, all from Standford U...
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Finding the Max Value In An Array

January 19, 2010
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The max() function makes it easy to find the maximum value in a SAS array. Given an array like:array x x1-x10;maxValue = max(of x);Pretty slick, eh? Remember, it doesn't return the position of the max element, just the max value.This can be pret...
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