Posts Tagged ‘ Matrix Computations ’

Compute the square root matrix

May 25, 2016
By
Compute the square root matrix

Children in primary school learn that every positive number has a real square root. The number x is a square root of s, if x2 = s. Did you know that matrices can also have square roots? For certain matrices S, you can find another matrix X such that X*X

The post Read more »

Tags: ,
Posted in SAS | Comments Off on Compute the square root matrix

Matrix computations at SAS Global Forum 2016

April 25, 2016
By
Matrix computations at SAS Global Forum 2016

Last week I attended SAS Global Forum 2016 in Las Vegas. I and more than 5,000 other attendees discussed and shared tips about data analysis and statistics. Naturally, I attended many presentations that featured using SAS/IML software to implement advanced analytical algorithms. Several speakers showed impressive mastery of SAS/IML programming

The post Read more »

Tags: , ,
Posted in SAS | Comments Off on Matrix computations at SAS Global Forum 2016

Dummy variables in SAS/IML

March 2, 2016
By
Dummy variables in SAS/IML

Last week I showed how to create dummy variables in SAS by using the GLMMOD procedure. The procedure enables you to create design matrices that encode continuous variables, categorical variables, and their interactions. You can use dummy variables to replace categorical variables in procedures that do not support a CLASS

The post Read more »

Tags: , ,
Posted in SAS | Comments Off on Dummy variables in SAS/IML

Twelve posts from 2015 that deserve a second look

January 11, 2016
By

I began 2016 by compiling a list of popular articles from my blog in 2015. This "People's Choice" list contains many interesting articles, but some of my personal favorites did not make the list. Today I present the "Editor's Choice" list of articles that deserve a second look. I've grouped

The post Read more »

Tags: , , , ,
Posted in SAS | Comments Off on Twelve posts from 2015 that deserve a second look

Create a correlation matrix from the upper triangular elements

October 19, 2015
By
Create a correlation matrix from the upper triangular elements

A recent question posted on a discussion forum discussed storing the strictly upper-triangular portion of a correlation matrix. Suppose that you have a correlation matrix like the following: proc iml; corr = {1.0 0.6 0.5 0.4, 0.6 1.0 0.3 0.2, 0.5 0.3 1.0 0.1, 0.4 0.2 0.1 1.0}; Every correlation

The post Read more »

Tags: ,
Posted in SAS | Comments Off on Create a correlation matrix from the upper triangular elements

Ten “one-liners” that create test matrices for statistical programmers

September 28, 2015
By

You've had a long day. You've implemented a custom algorithm in the SAS/IML language. But before you go home, you want to generate some matrices and test your program. If you are like me, you prefer a short statement—one line would be best. However, you also want the flexibility to

The post Read more »

Tags: , ,
Posted in SAS | Comments Off on Ten “one-liners” that create test matrices for statistical programmers

A simple way to construct a large correlation matrix

September 23, 2015
By
A simple way to construct a large correlation matrix

Occasionally a SAS statistical programmer will ask me, "How can I construct a large correlation matrix?" Often they are simulating data with SAS or developing a matrix algorithm that involves a correlation matrix. Typically they want a correlation matrix that is too large to input by hand, such as a

The post Read more »

Tags: , ,
Posted in SAS | Comments Off on A simple way to construct a large correlation matrix

Create and use a permutation matrix in SAS

April 29, 2015
By
Create and use a permutation matrix in SAS

Suppose that you compute the correlation matrix (call it R1) for a set of variables x1, x2, ..., x8. For some reason, you later want to compute the correlation matrix for the variables in a different order, maybe x2, x1, x7,..., x6. Do you need to go back to the

The post Read more »

Tags: , ,
Posted in SAS | Comments Off on Create and use a permutation matrix in SAS

Welcome!

SAS-X.com offers news and tutorials about the various SAS® software packages, contributed by bloggers. You are welcome to subscribe to e-mail updates, or add your SAS-blog to the site.

Proc-x is looking for sponsors!

Dear readers, proc-x is looking for sponsors who would be willing to support the site in exchange for banner ads in the right sidebar of the site. If you are interested, please e-mail me at: tal.galili@gmail.com



SAS and all other SAS Institute Inc. product or service names are registered trademarks or trademarks of SAS Institute Inc. in the USA and other countries. ® indicates USA registration.