topic Re: quantile function in SAS/IML Software and Matrix Computations

quantile function

nannà — Tue, 05 Jun 2012 16:46:25 GMT

Hi, I want translate matlab code in sas.

Below the matlab code:

Y=loginv (P,mu,sigma)

where P is Probability vector.

I try whit proc iml.

Y= quantile('LOGNORMAL',b,&mu.,&sigma.)

but the resul is a singol number, I want a vector.

What do I do?

Re: quantile function

IanWakeling — Wed, 06 Jun 2012 09:39:09 GMT

Are you sure that your matrix b is a vector? I tried the following and it seems to work for me.

proc iml;

p=do(0.50,0.95,0.05)`;

Y=quantile('LOGNORMAL',p,0,1);

print p Y;

quit;

this gives the following output:

      0.5         1
     0.55 1.1338981
      0.6 1.2883304
     0.65 1.4700854
      0.7 1.6894457
     0.75 1.9630311
      0.8 2.3201254
     0.85 2.8191443
      0.9 3.6022245
     0.95 5.1802516

Re: quantile function

nannà — Tue, 12 Jun 2012 15:36:14 GMT

You are right.

There was an error in matrix b.

there wasn't a vector.

Thank you.