SAS Optimization, and SAS Simulation Studio

turn on suggestions

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

Showing results for

Find a Community

Topic Options

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

- Mark as New
- Bookmark
- Subscribe
- Subscribe to RSS Feed
- Highlight
- Email to a Friend
- Report Inappropriate Content

01-12-2009 04:38 PM

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

Thanks in advance

Thanks in advance

- Mark as New
- Bookmark
- Subscribe
- Subscribe to RSS Feed
- Highlight
- Email to a Friend
- Report Inappropriate Content

01-12-2009 05:28 PM

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
- Subscribe to RSS Feed
- Highlight
- Email to a Friend
- Report Inappropriate Content

01-13-2009 03:45 PM

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
- Subscribe to RSS Feed
- Highlight
- Email to a Friend
- Report Inappropriate Content

01-13-2009 04:29 PM

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
- Subscribe to RSS Feed
- Highlight
- Email to a Friend
- Report Inappropriate Content

01-13-2009 04:25 PM

Thanks guys, I found quad().

- Mark as New
- Bookmark
- Subscribe
- Subscribe to RSS Feed
- Highlight
- Email to a Friend
- Report Inappropriate Content

01-14-2009 09:42 AM

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.