BookmarkSubscribeRSS Feed
FB1
Calcite | Level 5 FB1
Calcite | Level 5
Hello SAS experts,

I'm trying to move a script from Matlab to SAS IML. I did it and it works apparently, but I am getting different results with the functions:

 

Matlab

 

x = lsqcurvefit(f, p, GC, DD');

SAS:

/* fun=f-dd and GC already set as parameter in fun.*/
CALL NLPLM (rc, xr, "fun", p, opt); 

Are they equivalent? According to the documentation it seems so.

Thanks a lot.

1 REPLY 1
Rick_SAS
SAS Super FREQ

You do not provide any details, so I will respond by saying that a lot of choices goes into implementing an optimization algorithm. In addition to the basic algorithm, there are finite difference derivatives (forward vs central), line search techniques, and dozens of parameters that are used to control the performance and stopping criteria.  Most software provides default choices, but the defaults from one package may not match the defaults in another package. For simple problems, you might hope that the parameter estimates from two different software to agree to a few decimal places.  For problems that have multiple extrema, you might converge to different local minima.

SAS INNOVATE 2024

Innovate_SAS_Blue.png

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. 

Register now!

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.

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