topic Does anybody can calculate an integral using SAS/Does SAS has a proc for th in Mathematical Optimization, Discrete-Event Simulation, and OR

Does anybody can calculate an integral using SAS/Does SAS has a proc for th

deleted_user — Mon, 12 Jan 2009 21:38:16 GMT

Does anybody can calculate an integral using SAS/Does SAS has a proc for that?
Thanks in advance

Re: Does anybody can calculate an integral using SAS/Does SAS has a proc for th

LinusH — Mon, 12 Jan 2009 22:28:23 GMT

A search on "calculate integral" on support.sas.com gave me 136 results. I'll bet you can find some useful information there.

Regards,
Linus

Re: Does anybody can calculate an integral using SAS/Does SAS has a proc for th

Hutch_sas — Tue, 13 Jan 2009 20:45:11 GMT

The most direct way is found in SAS/IML, using the quad() built-in call. What type of integral are you trying to evaluate? The quad() call uses and adaptive Romberg integration strategy to evaluate one-dimensional integrals over arbitray piece-wise connected and also infinite and semi-infinite intervals.

Re: Does anybody can calculate an integral using SAS/Does SAS has a proc for th

deleted_user — Tue, 13 Jan 2009 21:25:50 GMT

Thanks guys, I found quad().

Re: Does anybody can calculate an integral using SAS/Does SAS has a proc for th

deleted_user — Tue, 13 Jan 2009 21:29:11 GMT

Question to OR and IML Guy. Just wondering if you calculated Basel II Capital. If latter words mean nothing to you, then forget it. Thanks anyway.

Re: Does anybody can calculate an integral using SAS/Does SAS has a proc for th

Hutch_sas — Wed, 14 Jan 2009 14:42:53 GMT

Not too many months ago I advised a banking customer about calculating integrals with the quad() function,and I think they were using it for something related to Basel 2, although I don't remember all the specifics.