BookmarkSubscribeRSS Feed
blund
Obsidian | Level 7

The following code appeared in a 2024 WUSS presentation (below).

When running SAS OnDemand for Academics I get this IML error

ERROR: Invocation of unresolved module NLPSOLVE

Can someone provide a replacement IML function?

 

PROC IML;

start LL(param) global(x); /* normal log likelihood */

mu = param[1]; sigma = param[2];

LL = sum( logpdf("Normal", x, mu, sigma) );

return( -LL ); /* minimize -LL */

finish;

use Sashelp.Iris; /* read sample data */

read all var {SepalWidth} into x;

p = {35 5.5}; /* guess (mu, sigma), sigma>0 */

call nlpsolve(rc, soln, "LL", p) L={. 0}; /* sigma>0 */

print soln;

1 REPLY 1
Rick_SAS
SAS Super FREQ

Sure. ODA is running SAS 9.4, so use the NLPNRA procedure, as shown in 

Maximum likelihood estimation in SAS/IML - The DO Loop

PROC IML;
start LL(param) global(x); /* normal log likelihood */
   mu = param[1]; sigma = param[2];
   LL = sum( logpdf("Normal", x, mu, sigma) );
   return( -LL ); /* minimize -LL */
finish;

use Sashelp.Iris; /* read sample data */
read all var {SepalWidth} into x;

p = {35 5.5}; /* guess (mu, sigma), sigma>0 */
/*     mu-sigma constraint matrix */
con = { .   0,  /* lower bounds: -infty < mu; 0 < sigma */
        .   .}; /* upper bounds:  mu < infty; sigma < infty */
call nlpnra(rc, soln, "LL", p) BLC=con;
print soln;

To understand where the SUM(LOGPDF(...)) function call comes from, see

Two simple ways to construct a log-likelihood function in SAS - The DO Loop

sas-innovate-2026-white.png



April 27 – 30 | Gaylord Texan | Grapevine, Texas

Registration is open

Walk in ready to learn. Walk out ready to deliver. This is the data and AI conference you can't afford to miss.
Register now and lock in 2025 pricing—just $495!

Register now

From The DO Loop
Want more? Visit our blog for more articles like these.
Discussion stats
  • 1 reply
  • 1075 views
  • 1 like
  • 2 in conversation