User-defined module with multiple outputs?

bigbigben — Tue, 24 Jan 2012 19:59:38 GMT

Hi, there:

I am wondering if I can define some modules with mutliple outputs in IML. For example, I want to write a simple module to do linear regression and output both the estimated coefficients and residual series. Can I write it in this way?

start ols (y,x);

beta=inv(x`*x)*(x`*y);

residual=y-x*beta;

return (beta,residual);

finish ols.

When I want to use it, can I write a line in the main body of code like the following:

...

{beta,residual}=ols(y_data,x_data).

...

I don't find any sample online. Some subroutines following the "call" keyword can give multiple outputs, however, the output names are prefixed. I want to be able to control the output names.

Thanks.

User-defined module with multiple outputs?

Rick_SAS — Tue, 24 Jan 2012 20:11:59 GMT

You can't list multiple matrices on the RETURN statement (that's MATLAB syntax) but you can return as many values as you want by writing a subroutine module instead of a function module.

For an example, see the bottom of p. 2 of http://support.sas.com/resources/papers/proceedings10/329-2010.pdf

Incidentally, you can do this because SAS/IML passes arguments by reference, not by value.

The SAS/IML convention is that output arguments are listed first, so your module might look like

proc iml;

start ols (beta, residual, y,x);

beta=inv(x`*x)*(x`*y);

residual=y-x*beta;

finish ols;

/* define data */

x= { 1 1 1, 1 2 4, 1 3 9, 1 4 16, 1 5 25, 1 6 36, 1 7 49, 1 8 64 };

y= {3.929,5.308,7.239,9.638,12.866,17.069,23.191,31.443};

/* call module */

run ols(b, r, y, x);

print b, r;

topic User-defined module with multiple outputs? in SAS/IML Software and Matrix Computations

User-defined module with multiple outputs?

User-defined module with multiple outputs?