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04-04-2015 12:16 PM

There are a few transformations that can be useful in compressing the tails of extreme valued data. One is the inverse hyperbolic sine, for which there is a SAS function. Another is Lambert's W, Lambert W-Function -- from Wolfram MathWorld

R has a function for this transformation. In searching for it on SAS Support, it looked like the OR Reliability module might have some Gumbel-type proxy for it...but I couldn't find an explicit statement or confirmation of the existence of a function.

Anybody know if a Lambert's W function, and it's inverse, exists in SAS?

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Posted in reply to xtc283x

04-05-2015 05:41 AM

Try to post it at SAS/IML Software and Matrix Computations

Rick might have some idea.

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Posted in reply to Ksharp

04-05-2015 05:46 AM

Thank you...I think I got the answer I needed to hear, just not the answer I wanted to hear...

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Posted in reply to xtc283x

09-17-2016 07:46 PM

You can download a SAS/IML implementation of the Lambert W function. The function has two branches, so yo uneed to know which branch to use.

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Posted in reply to xtc283x

01-23-2018 06:12 AM

SAS/IML 14.3 (released with SAS 9.4M5) contains a built-in implementation of the Lambert W function.