Hi how can I compute this, see attachment
S(t) X_i
.9 1
.8 2
.7 3
.6 4
.5 5
SAS code for
Sum_{i:X_i >= t*} {S(max(t*,X_i))-S(X_{i+1}}*{(X_{i+1}-max(t*,X_i)}
BTW, should the last item in your 10:05 response be
... + (0.9-0.5)(5-1) ?
What have you tried that is not working?
I would use the LOC function to find the i.
I would use the CHOOSE function to form max(T*, X_i)
However, there's an X_{i+1} term that is confusing me. For example, what sum do you expect when t*=5?
Thanks Rick, what I wrote is confusing because I cant write math equations here. But this is what I need from above data this is the solution;
(0.9-0.8)(2-1) + (0.9-0.7)(3-1) + (0.9-0.6)(4-1) + (0.5-0.9)(5-1)
I am having issue writing the code
What is t* for your example? Is t* = 1?
From your notation it looks like S(t) might be a survival function. Can we assume that S(t) is montonic increasing (or at least nondecreasing)?
Would the code for your 10:05 response example be helpful?
Yes, it is survival, I just constructed this example in order to help build the code. It is decreasing function.
Thanks
BTW, should the last item in your 10:05 response be
... + (0.9-0.5)(5-1) ?
Is this what you want?
proc iml;
S = T(do(0.9, 0.5, -0.1));
X = T(1:5);
t = 1; /* special reference point */
dS = S
dX = X - X
sum = dS` * dX;
print sum;
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