Operations Research topics: SAS/OR,
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Does anybody can calculate an integral using SAS/Does SAS has a proc for th

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

Does anybody can calculate an integral using SAS/Does SAS has a proc for that?
Thanks in advance
Super User
Posts: 5,320

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

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
Data never sleeps
SAS Employee
Posts: 94

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

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.
N/A
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Re: Does anybody can calculate an integral using SAS/Does SAS has a proc for th

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

Thanks guys, I found quad().
SAS Employee
Posts: 94

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

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.
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