Turn on suggestions

Auto-suggest helps you quickly narrow down your search results by suggesting possible matches as you type.

Showing results for

Options

- RSS Feed
- Mark Topic as New
- Mark Topic as Read
- Float this Topic for Current User
- Bookmark
- Subscribe
- Mute
- Printer Friendly Page

- Mark as New
- Bookmark
- Subscribe
- Mute
- RSS Feed
- Permalink
- Report Inappropriate Content

Posted 01-12-2009 04:38 PM
(1049 views)

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

Thanks in advance

Thanks in advance

5 REPLIES 5

- Mark as New
- Bookmark
- Subscribe
- Mute
- RSS Feed
- Permalink
- Report Inappropriate Content

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

Regards,

Linus

Data never sleeps

- Mark as New
- Bookmark
- Subscribe
- Mute
- RSS Feed
- Permalink
- Report Inappropriate Content

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.

- Mark as New
- Bookmark
- Subscribe
- Mute
- RSS Feed
- Permalink
- Report Inappropriate Content

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.

- Mark as New
- Bookmark
- Subscribe
- Mute
- RSS Feed
- Permalink
- Report Inappropriate Content

Thanks guys, I found quad().

- Mark as New
- Bookmark
- Subscribe
- Mute
- RSS Feed
- Permalink
- Report Inappropriate Content

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.

Registration is open! SAS is returning to Vegas for an AI and analytics experience like no other! Whether you're an executive, manager, end user or SAS partner, SAS Innovate is designed for everyone on your team. Register for just $495 by 12/31/2023.

**If you are interested in speaking, there is still time to submit a session idea. More details are posted on the website. **

Multiple Linear Regression in SAS

Learn how to run multiple linear regression models with and without interactions, presented by SAS user Alex Chaplin.

Find more tutorials on the SAS Users YouTube channel.