Does anybody can calculate an integral using SAS/Does SAS has a proc for th

[deleted_user]

Does anybody can calculate an integral using SAS/Does SAS has a proc for that?
Thanks in advance

[LinusH]

A search on "calculate integral" on support.sas.com gave me 136 results. I'll bet you can find some useful information there.

Regards,
Linus

[Hutch_sas]

The most direct way is found in SAS/IML, using the quad() built-in call. What type of integral are you trying to evaluate? The quad() call uses and adaptive Romberg integration strategy to evaluate one-dimensional integrals over arbitray piece-wise connected and also infinite and semi-infinite intervals.

[deleted_user]

Question to OR and IML Guy. Just wondering if you calculated Basel II Capital. If latter words mean nothing to you, then forget it. Thanks anyway.

[deleted_user]

Thanks guys, I found quad().

[Hutch_sas]

Not too many months ago I advised a banking customer about calculating integrals with the quad() function,and I think they were using it for something related to Basel 2, although I don't remember all the specifics.