User manual SAS IML 9.22

[. . . ] SAS/IML 9. 22 User's Guide SAS Documentation The correct bibliographic citation for this manual is as follows: SAS Institute Inc. SAS/IML 9. 22 User's Guide Copyright 2010, SAS Institute Inc. , Cary, NC, USA All rights reserved. Produced in the United States of America. For a hard-copy book: No part of this publication may be reproduced, stored in a retrieval system, or transmitted, in any form or by any means, electronic, mechanical, photocopying, or otherwise, without the prior written permission of the publisher, SAS Institute Inc. [. . . ] The COLNAME= operand specifies the name of a character matrix. The first ncol values from this matrix provide the variable names in the data set being created, where ncol is the number of columns in the FROM matrix. The CREATE statement uses the first ncol elements of the COLNAME= matrix in row-major order. The ROWNAME= operand adds a variable to the data set that contains labels. The length of the resulting data set variable is the length of a matrix element of the operand. The same ROWNAME= matrix should be used in any subsequent APPEND statements for this data set. The variable types and lengths correspond to the attributes of the matrices specified in the VAR clause or the matrix in the FROM clause. The default type is numeric when the name is undefined. If you do not specify the name of a variable, then all variables in scope are used. To add observations to your data set, you must use the APPEND statement. For example, the following statements create a new SAS data named Population that contains two numeric and two character variables: State = {"NC", County = {"Chatham", Pop2000 = {49329, Pop2009 = {64772, create Population var append; close Population; "NC", "FL", "Wake", "Orange", 627846, 896344, 897214, 1086480, {"State" "County" "FL"}; "Seminole"}; 365196}; 413204}; "Pop2000" "Pop2009"}; The data come from vectors with the same names. You must initialize the character variables (State and County) prior to calling the CREATE statement. The State variable has length 2 and the County variable has length 8. The Pop2000 and Pop2009 variables are numeric. In the next example, you use the FROM clause with the COLNAME= option to create a SAS data set named MyData. The new data set has variables named with the COLNAME= operand. The data are in the FROM matrix x, and there are two observations because x has two rows of data. The COLNAME= operand gives descriptive names to the data set variables, as shown in the following statements: x = {1 2 3, 4 5 6}; varNames = "x1":"x3"; /* create data set MYDATA with variables X1, X2, X3 */ create MyData from x [colname=varNames]; 632 !Chapter 23: Language Reference append from x; close MyData; If you associate a format with a matrix by using the MATTRIB statement, then the CREATE statement assigns that format to the corresponding variable in the data set, as shown in the following example: proc iml; date = { '20MAR2010'd, '20MAR2011'd, '20MAR2012'd, '20MAR2013'd, '20MAR2014'd, '20MAR2015'd }; mattrib date format=WORDDATE. ; /* time of equinox, GMT (Greenwich Mean Time) */ time = { '17:32't, '23:21't, '05:14't, '11:02't, '16:57't, '22:45't }; mattrib time format=TIMEAMPM. ; create MarchEquinox var {"Date" "Time"}; append; close MarchEquinox; proc print data=MarchEquinox; run; Figure 23. 69 Data Set That Contains Formats Obs 1 2 3 4 5 6 March March March March March March 20, 20, 20, 20, 20, 20, Date 2010 2011 2012 2013 2014 2015 Time 5:32:00 11:21:00 5:14:00 11:02:00 4:57:00 10:45:00 PM PM AM AM PM PM CSHAPE Function CSHAPE(matrix, nrow, ncol, size < , padchar > ); The CSHAPE function changes the shape of a character matrix by redefining the matrix dimensions. The arguments to the CSHAPE function are as follows: matrix nrow ncol size padchar is a character matrix or quoted literal. is an optional padding character. CSHAPE Function !633 The dimension of the matrix created by the CSHAPE function is specified by nrow (the number of rows), ncol (the number of columns), and size (the element length). [. . . ] (2000), Continuous Multivariate Distributions, Second Edition, Wiley-Interscience. (2004), Multivariate t Distributions and Their Applications, Cambridge University Press. Subject Index A ABORT statement exiting PROC IML, 593 ABS statement absolute value, 593 ADDITION operator adds corresponding matrix elements, 573 ALL statement checking for nonzero elements, 594 ANY function checking for nonzero elements, 594 APPEND statement SAS data sets, 597 APPLY function, 600 ARMACOV call autocovariance sequence, 601 ARMALIK call log likelihood and residuals, 603 ARMASIM function simulating univariate ARMA series, 605 B Basic time series analysis autocovarince function of ARMA model, 258 example, 257 generating an ARMA process, 258 log-likelihood function of ARMA model, 258 overview, 256 Bessel function finding nonzero roots and derivatives of, 757 Biconjugate Gradient Algorithm, 535, 540 BLOCK function forming block-diagonal matrices, 606 Box-and-whiskers plots, 1073 BRANKS function computing bivariate ranks, 607 BSPLINE function computing B-spline basis, 608 BTRAN function computing the block transpose, 610 BYTE function returning values in a computer's character set, 611 C CALL statement calling a subroutine or function, 612 Calling External Modules, 571 Calling R, 572 Calling SAS, 572 CHANGE call replacing text in an array, 612 CHAR function character representation of a numeric matrix, 613 Character Manipulation Functions, 563 CHOOSE function choosing and changing elements, 614 CLOSE statement closing SAS data sets, 615 CLOSEFILE statement closing a file, 616 COMPARISON operator compare matrix elements, 574 CONCAT function performing elementwise string concatenation, 620 CONCATENATION operator, horizontal concatenates matrices horizontally, 576 CONCATENATION operator, vertical concatenates matrices vertically, 577 Conjugate Gradient Algorithm, 535, 538 CONTENTS function obtaining the variables in SAS data sets, 621 Control Statements, 568 CONVEXIT function calculating convexity of noncontingent cash flows, 622 CORR function computing sample correlations, 622 COUNTMISS function counting missing values, 624 COUNTN function counting nonmissing values, 625 COUNTUNIQUE function counting unique values, 626 COV function computing sample covariances, 628 COVLAG function computing autocovariance estimates, 629 CREATE statement creating new SAS data sets, 629 CSHAPE function 1086 !Subject Index reshaping and repeating character values, 632 CUPROD function calculating cumulative products, 635 CUSUM function calculating cumulative sums, 634 CVEXHULL function finding a convex hull, 635 D Dataset and File Functions, 569 DATASETS function obtaining names of SAS data sets, 636 DELETE call deleting SAS data sets, 637 DELETE statement marking observations for deletion, 638 DESIGN function creating a design matrix, 640 DESIGNF function creating a full-rank design matrix, 641 DET function computing determinants of a square matrix, 641 DIAG function creating a diagonal matrix, 642 DIF function computing difference of lagged values, 643 DIRECT PRODUCT operator takes the direct product of two matrices, 578 DISPLAY statement displaying fields in display windows, 644 DIVISION operator performs elementwise division, 579 DO DATA statement repeating a loop until, 647 DO function producing an arithmetic series, 644 DO statement DATA clause, 647 grouping statements as a unit, 645 UNTIL clause, 648 WHILE clause, 648 DO statement, iterative iteratively executing a DO group, 646 DO UNTIL statement conditionally executing statements iteratively, 648 DO WHILE statement conditionally executing statements iteratively, 648 DURATION function calculating modified duration of noncontingent cash flows, 649 E ECHELON function reducing a matrix to row-echelon normal form, 651 EDIT statement opening a SAS data set for editing, 651 EIGEN call computing eigenvalues and eigenvectors, 654 Eigenvalue Decomposition compared with ODE call, 872 EIGVAL function computing eigenvalues, 658 EIGVEC function computing right eigenvectors, 659 ELEMENT MAXIMUM operator selects the larger of two elements, 580 ELEMENT MINIMUM operator selects the smaller of two elements, 581 END statement ending a DO loop or DO statement, 659 ENDSUBMIT statement, 184 EXECUTE call executing statements immediately, 660 EXP function calculating the exponential, 660 Exponential of a matrix, 1072 ExportDataSetToR subroutine, 199 ExportMatrixToR subroutine, 199 F FARMACOV call generating an ARFIMA(p; d; q) process, 663 FARMAFIT call estimation of an ARFIMA(p; d; q) model, 665 FARMALIK call computing the log-likelihood for an ARFIMA(p; d; q) model, 666 FARMASIM call generating an ARFIMA(p; d; q) process, 668 FDIF call computing a fractionally differenced process, 670 FFT function computing the finite Fourier transform, 670 FILE statement Subject Index !1087 opening or pointing to an external file, 672 FIND statement finding observations, 673 FINISH statement denoting the end of a module, 675 Forward rates, 676 Fractionally integrated time series analysis ARFIMA modeling, 337 autocovariance function, 337 example, 335 fractional differencing, 337 generating a fractional time series, 337 log-likelihood function, 337 overview, 334 FREE statement freeing matrix storage space, 677 FULL function converting sparse to dense storage, 677 G GAEND call ending a genetic algorithm optimization, 679 GAGETMEM call getting current members of the solution population for a genetic algorithm optimization, 679 GAGETVAL call getting current solution objective function values for a genetic algorithm optimization, 680 GAINIT call creating an initial solution population for a genetic algorithm optimization, 681 GAREEVAL call reevaluating the objective function values for a solution population of a genetic algorithm optimization, 682 GAREGEN call regenerating a solution population by application of selection and genetic operators, 682 GASETCRO call setting the crossover operator for a genetic algorithm optimization, 683 GASETMUT call setting the mutation operator for a genetic algorithm optimization, 687 GASETOBJ call setting the objective function for a genetic algorithm optimization, 689 GASETSEL call setting the selection parameters for a genetic algorithm optimization, 690 GASETUP function setting up a genetic algorithm optimization problem, 690 GBLKVP call defining a blanking viewport, 693 GBLKVPD call deleting the blanking viewport, 694 GCLOSE call closing the graphics segment, 694 GDELETE call deleting a graphics segment, 695 GDRAW call drawing a polyline, 695 GDRAWL call drawing individual lines, 696 GENEIG call generalized eigenproblems, 697 Genetic Algorithm Functions, 571 GEOMEAN function computes geometric means , 698 GGRID call drawing a grid, 699 GINCLUDE call including graphics segments, 700 GINV function computing generalized inverses, 700 GOPEN call opening graphics segments, 702 GOTO statement jumping to a new statement, 702 GPIE call drawing pie slices, 703 GPIEXY call converting coordinates, 705 GPOINT call plotting points, 706 GPOLY call drawing and filling a polygon, 707 GPORT call defining a viewport, 708 GPORTPOP call popping viewports, 708 GPORTSTK call stacking viewports, 708 Graphics and Window Functions, 570 GSCALE call calculating round numbers for labeling axes, 709 GSCRIPT call writing multiple text strings, 710 GSET call setting attributes for graphics segments, 711 GSHOW call showing a graph, 712 1088 ! 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