Tag: proc fcmp

A macro design pattern by PROC FCMP

We all heard horrible stories that someone tried to piece together a bunch of nice functioning macros for a big macro, and ended up with a messy and undebuggable system. Part of reasons can be about encapsulation: not all SAS programmers have the good…

A macro design pattern by PROC FCMP

We all heard horrible stories that someone tried to piece together a bunch of nice functioning macros for a big macro, and ended up with a failed and undebuggable system. Part of reasons can be about encapsulation: not all SAS programmers have the goo…

A macro design pattern by PROC FCMP

We all heard horrible stories that someone tried to piece together a bunch of nice functioning macros for a big macro, and ended up with a messy and undebuggable system. Part of reasons can be about encapsulation: not all SAS programmers have the good…

The eve of Lehman Brothers’ demise

Recently Moody’s warned the US government to degrade its credit rating if the nation’s debt limit increase is not approved [Ref. 1]. The news came right after Standard & Poor’s lowered US’s sovereign rating from AAA to AA. Those rating change…

The eve of Lehman Brothers’ demise

Recently Moody’s warned the US government to degrade its credit rating if the nation’s debt limit increase is not approved [Ref. 1]. The news came right after Standard & Poor’s lowered US’s sovereign rating from AAA to AA. Those rating change…

A subroutine in SAS to simulate asset pricing paths

For matrix computation in SAS, SAS/IML is the choice. This module has its own syntax, functions and even plotting subsystem. Some statisticians used it to realize the algorithms beyond the reach of SAS’s procedures, for example, boosting [Ref. 1]. Ho…

Using SAS to find the best k for k-Nearest Neighbor classification

Least-square (regression) and nearest-neighbor are the most fundamental methodologies for supervised classification [Ref. 1]. Even though they are pretty old, they are still popular and widely used in academia and industry. There is a trade-off in comp…

Quasi-Monte Carlo simulation by functional programming in SAS

The concept of functional programming could be next big thing for those data-driven computer languages. Compared with encapsulation, inheritance, overloading, design pattern, and many other must-learn contents based on class and super-class, functions …