How do I perform Numerical Integration with a "BY" Variable Or "Class" variable

desireatem — Wed, 24 Sep 2014 19:49:38 GMT

The following runs without error but I do not know if the results id correct because I wish to perform the integral using "ni" as a by statement or class statement? I think my code might be treating the data set as a date with 12 observation. However it is a data set with 4 observation repeated 3 times.

Data sim;

Input ni A B;

cards;

1 1 3

1 2 7

1 3 10

1 4 12

2 1 3

2 2 9

2 3 10

3 1 3

3 2 9

3 3 10

;

Run;

proc iml;

use sim;

read all var{ni A B} into DM;

close;

ni = DM[,1]; A = DM[,2]; B = DM[,3];

n = nrow(DM);

start Func(x);

return( exp(2-x)#cdf("Normal", x) );

finish;

answer = j(nrow(DM),1);

do i = 1 to nrow(DM);

call quad(result, "Func", A || B,);

answer = result;

end;

create kaplan1n var{ni A B Answer };

append;

quit;

Re: How do I perform Numerical Integration with a "BY" Variable Or "Class" variable

desireatem — Wed, 24 Sep 2014 20:22:23 GMT

I think there is no difference since the integration is performed independently for each row

topic How do I perform Numerical Integration with a "BY" Variable Or "Class" variable in SAS/IML Software and Matrix Computations

How do I perform Numerical Integration with a "BY" Variable Or "Class" variable

Re: How do I perform Numerical Integration with a "BY" Variable Or "Class" variable