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. 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. For a Web download or e-book: Your use of this publication shall be governed by the terms established by the vendor at the time you acquire this publication. [. . . ] The COUNTMISS function counts the number of missing values in this matrix. 625 "all" "row" "col" specifies that all missing values are counted. specifies that the function return an n 1 matrix whose i th element is the number of missing values in the i th row of x. specifies that the function return a 1 p matrix whose j th element is the number of missing values in the j th row of x. The method argument is not case-sensitive. For example, the following statements count missing values for the matrix x: x = {1 2 3, . }; totalMiss = countmiss(x); rowMiss = countmiss(x, "ROW"); colMiss = countmiss(x, "COL"); print totalMiss, rowMiss, colMiss; Figure 23. 64 Counts of Missing Values totalMiss 4 rowMiss 0 1 2 1 colMiss 1 1 2 COUNTN Function COUNTN(x < , method > ); The COUNTN function counts the number of nonmissing values in a matrix. The arguments are as follows: x method specifies an n p numerical or character matrix. The COUNTN function counts the number of nonmissing values in this matrix. The following are valid values: "all" "row" specifies that all nonmissing values are counted. specifies that the function return an n 1 matrix whose i th element is the number of nonmissing values in the i th row of x. "col" specifies that the function return a 1 p matrix whose j th element is the number of nonmissing values in the j th row of x. The method argument is not case-sensitive. For example, the following statements count nonmissing values for a matrix x: x = {1 2 3, . }; totalN = countn(x); rowN = countn(x, "ROW"); colN = countn(x, "COL"); print totalN, rowN, colN; Figure 23. 65 Counts of Nonmissing Values totalN 8 rowN 3 2 1 2 colN 3 3 2 COUNTUNIQUE Function COUNTUNIQUE(x < , method > ); The COUNTUNIQUE function counts the number of unique values in a matrix. The COUNTUNIQUE function counts the number of unique values in this matrix. The following are valid values: "all" specifies that the function counts all unique values in the matrix. The function returns an n 1 matrix whose i th element is the number of unique values in the i th row of x. The function returns a 1 p matrix whose j th element is the number of unique values in the j th column of x. "row" "col" The method argument is not case-sensitive. For example, the following statements count unique values for the matrix x: x={1 2 3, 1 1 2, 1 1 1, 1 0 0}; allUnique = countunique(x); rowUnique = countunique(x, "ROW"); colUnique = countunique(x, "COL"); print allUnique, rowUnique, colUnique; Figure 23. 66 Counts of Unique Values allUnique 4 rowUnique 3 2 1 2 colUnique 1 3 4 628 !Chapter 23: Language Reference COV Function COV(x < , excludemiss > ); The COV function computes a sample variance-covariance matrix for data. The arguments are as follows: x excludemiss specifies an n p numerical matrix of data. The COV function computes a p p variance-covariance matrix of the data. The following are valid options: "listwise" "pairwise" specifies that observations with missing values are excluded from the analysis. specifies that all nonmissing pairs of values for each pair of variables are included in the statistical computations. The excludemiss argument is not case-sensitive. [. . . ] (1987), Multivariate Statistical Simulation, New York: John Wiley & Sons. (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 ! 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