Posts Tagged ‘ Matrix Computations ’

Absorbing Markov chains in SAS

July 13, 2016
By
Absorbing Markov chains in SAS

Last week I showed how to represent a Markov transition matrix in the SAS/IML matrix language. I also showed how to use matrix multiplication to iterate a state vector, thereby producing a discrete-time forecast of the state of the Markov chain system. This article shows that the expected behavior of

The post Read more »

Tags: , ,
Posted in SAS | Comments Off on Absorbing Markov chains in SAS

Markov transition matrices in SAS/IML

July 7, 2016
By
Markov transition matrices in SAS/IML

Many computations in elementary probability assume that the probability of an event is independent of previous trials. For example, if you toss a coin twice, the probability of observing "heads" on the second toss does not depend on the result of the first toss. However, there are situations in which

The post Read more »

Tags: , ,
Posted in SAS | Comments Off on Markov transition matrices in SAS/IML

Grids and linear subspaces

May 31, 2016
By
Grids and linear subspaces

A grid is a set of evenly spaced points. You can use SAS to create a grid of points on an interval, in a rectangular region in the plane, or even in higher-dimensional regions like the parallelepiped shown at the left, which is generated by three vectors. You can use

The post Read more »

Tags: , ,
Posted in SAS | Comments Off on Grids and linear subspaces

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

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.

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.