Posts Tagged ‘ proc iml ’

Make a frequency function in SAS/IML

March 16, 2012
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Make a frequency function in SAS/IML

Aggregation is probably the most popular operation in the data world. R comes with a handy table() function. Usually in SAS, the FREQ procedure would deal with this job. It will be great if SAS/IML has an equivalent function. I just created a user-def...
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A test for memory management of SAS/IML

January 23, 2012
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A test for memory management of SAS/IML

Programming always involves the considerations for the efficiency and the memory usage. For efficient programming in SAS/IML, my shortcut is to look at the tip sheet from Rick Wicklin and search ways to simplify the codes. As for the memory management...
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6 ways to count odd numbers in SAS/IML

January 19, 2012
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6 ways to count odd numbers in SAS/IML

SAS/IML has a number of vector-wise subscripts/operators/functions available, which can make many things easy. A cheat sheet about them can be found at Rick Wicklin’s blog. To try out those wonderful features( and their combinations?), I designed a...
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Random seeds

January 12, 2012
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Random seeds

A footnote toward Rick Wilkin’s recent article “How to Lie with a Simulation”. (Sit in front of a laptop w/o SAS; have to port all SAS/IML codes into R) Generated 10 seeds randomly to run Stochastic simulation of Buffon's needle experiment by R...
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Benchmarking of the CUSUM function in SAS/IML

January 11, 2012
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Benchmarking of the CUSUM function in SAS/IML

Cumulative sums can be obtained in SAS’s DATA step by the RETAIN statement. As the codes below, a new variable of the cumulative values will be returned by DATA step’s implicit DO loop. data one; do i = 1 to 1e6; z = ranuni(0); ...
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Do loop vs. vectorization in SAS/IML

January 7, 2012
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Do loop vs. vectorization in SAS/IML

Vectorization is an important skill for many matrix languages. From Rick Wiklin’s book about SAS/IML and his recent cheat sheet, I found a few new vector-wise functions since SAS 9.22. To compare the computation efficiency between the traditional d...
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Using Proc IML for credit risk validation

June 2, 2011
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Using Proc IML for credit risk validation

Validation step is crucial for a scorecard in credit risk industry. Gunter and Peter mentioned in their fantastic book that cumulative accuracy profile (CAP) and receiver operating characteristic (ROC) are two popular methods. Thus, the value...
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