```Date: Wed, 17 Sep 2008 16:38:12 -0400 Reply-To: Kevin Viel Sender: "SAS(r) Discussion" From: Kevin Viel Subject: Re: BBU: computational statistics/numerical analysis On Wed, 17 Sep 2008 13:27:35 -0400, Peter Flom wrote: >I'd be interested, but I don't think that SAS Base is really the ideal >environment for this >sort of thing. I think it would be great to do something like this in >IML, which would give the reader (e.g. me) an incentive to learn IML as >well. With ingenuity, such as you displayed in the code you posted, one >could probably do a lot, but for what purpose when there are better tools >(e.g not only IML, but R) available? > >There is a well-regarded book doing this, using Mathematica, but the price of Mathematica is prohibitive for me, and likely for many others. Peter, No doubt that any serious attempt would require IML. However, some of the computations could be done using the datastep as a post concerning the variance of a variable showed last week. The point would be to make the calculations, including recursions, plain to the point of pedantic. By the way, I coded the recursion I posted based on Kenneth Lange's explanation in "Numerical Analysis for Statisticians". By using recursion, and storing the value of a previous computational, Horner was able to reduce the number of operations to compute the value of a polynomial of the nth power from 3n-1 to 2n (n multiplications and n additions). Beyond thinking about this computation in terms of efficiency (and understanding the process in computer science terms), I think being able to perform such calculations indicates one's mastery-greatly important in the field of statistics, in which useful things are always a computation (function) of some (greater) data. For instance, the sample mean being the summation divided by n-1.... Never mind more complex things like a (non-positive definite) Hessian or the term gradient in NLMIXED... :) Kind regards, Kevin ```

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