topic exponential function in SAS/IML Software and Matrix Computations

exponential function

telescopic — Sat, 29 Oct 2011 00:17:16 GMT

Hi, I have problem on 'exp' function. Please see the bolded line in code.

a = exp( (-lamda*Y)**gamma ) ;

where gamma and lamda is (1x1) matrix or scalar. Without "exp", The routine return the value f. But, adding 'exp', it returns error!

Error message-----------------------------------------------------------------

ERROR: (execution) Invalid argument to function.

operation : EXP at line 925 column 12

operands : _TEM1004

_TEM1004 1 row 1 col (numeric)

194481

statement : ASSIGN at line 925 column 5

traceback : module LOGLIK at line 925 column 5

---------------------------------------------------------------------------

I cannot see the reason. Maybe it is due to issue on applying function elementwise versus on a matrix?

Thank you

Elvin

CODE:

---------------------------------------------------------------------

Data radiotherapy;

input y age gender $ censor_ind;

datalines;

7 68 f 1

9 69 f 1

12 68 f 1

12 71 f 1

19 77 m 1

23 70 f 1

;

RUN;

PROC IML;

RESET LOG PRINT;

USE radiotherapy VAR _ALL_;

READ all VAR{y} INTO Y;

READ all VAR{age} INTO AGE;

READ all VAR{gender} INTO GENDER;

READ all VAR{censor_ind} INTO CENSOR_IND;

CLOSE radiotherapy;

start LogLik(param) global (Y);

lamda = param[1];

gamma = param[2];

n = nrow(Y);

f=0;

DO i=1 to nrow(Y);

a = exp( (-lamda*Y)**gamma ) ;

f=f+a;

END;

return ( f );

finish;

p={3 4, 6 9};

ans=LogLik(p);

quit;

exponential function

telescopic — Sat, 29 Oct 2011 00:27:34 GMT

Woops, I think the issue is that the values in my vector 'p' are too small. :smileysilly:

By the way, in IML, can we assign a value as scalar instead to a (1x1) matrix?

Thank you

Elvin

exponential function

TomTom — Sat, 29 Oct 2011 14:35:49 GMT

telescopic wrote:

By the way, in IML, can we assign a value as scalar instead to a (1x1) matrix?

1x1 matrices are scalars

http://support.sas.com/documentation/cdl/en/imlug/64248/HTML/default/viewer.htm#imlug_languagechap_sect001.htm

The main problem with your programme above is that in your likelihood module the result of the calculation of EXP(194481) is too big for the computer to handle. I think you also want to pass rows of p as arguments to LogLik and not the whole matrix. I suppose you have seen Rick's recent blog post. If not, have a look at what he did:

http://blogs.sas.com/content/iml/2011/10/12/maximum-likelihood-estimation-in-sasiml/

exponential function

Rick_SAS — Mon, 31 Oct 2011 14:39:34 GMT

By the way, you don't need the loop over all elements of Y.

start LogLik(param) global (Y);

lamda = param[1];

gamma = param[2];

f = sum( exp((-lamda*Y)##gamma) );

return ( f );

finish;