BookmarkSubscribeRSS Feed
desireatem
Pyrite | Level 9

The expression below cannot be solve in closed form. I wish to solve in using SAS, I wish to ask if anyone knows how to find X s.t the expression below is zero.

Consider the following .

C= know value

U is Uniform (0,1)

F(x)=1-S(x) is known

a=known value

k=known value

ht-= is known.

The only unknown is X.

I wish to write a SAS code that find X such that the right hand sight is equal the left hand side numerically.

I can not make X the subject but can find a numerical solution.

How can I find the Values of X s. that

C*U- [F(x) *exp(-(k-a*X)**2 - (k - a**2 * X) exp(-(k -a*X)**2/2t)*F(x)- ht]=0

1 REPLY 1
Rick_SAS
SAS Super FREQ

For any value of U, use the FROOT function to find the numerical value of X that solves the equation.

If you are running a version of prior to SAS/IML 12.1, use the bisection module instead of the FROOT function. See Finding the root (zero) of a function in SAS

sas-innovate-2024.png

Don't miss out on SAS Innovate - Register now for the FREE Livestream!

Can't make it to Vegas? No problem! Watch our general sessions LIVE or on-demand starting April 17th. Hear from SAS execs, best-selling author Adam Grant, Hot Ones host Sean Evans, top tech journalist Kara Swisher, AI expert Cassie Kozyrkov, and the mind-blowing dance crew iLuminate! Plus, get access to over 20 breakout sessions.

 

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
  • 910 views
  • 0 likes
  • 2 in conversation