SAS/IML®

Interactive matrix programming

SAS/IML Features

Extensive set of dynamic mathematical and matrix operators.

• BY-Group processing for matrices.

Control statements

• Direct the flow of execution of SAS/IML statements.
• Enable program modularization.

General Matrix Functions

• Absolute values, exponentials, remainders and powers of matrix elements.
• Find elements in a matrix satisfying given conditions.
• Cumulative sums, horizontal direct product and trace.
• Create block diagonal, identity, diagonal and transposed matrices.
• Reshape a matrix.
• Find set difference, set union or set intersection of matrices; remove duplicates from matrices.

Linear Algebraic and Statistical Functions

• Solve an ordinary differential equation.
• Perform numerical integration.
• Compute eigenvalues and eigenvectors for symmetric and unsymmetric matrices; create orthonormal eigenvectors.
• Compute inverses, generalized inverses, Moore-Penrose inverses and determinants.
• Compute Gram-Schmidt orthonormal factorization.
• Perform Cholesky, singular value and complete orthogonal decomposition.
• Perform QR decomposition by Householder rotation or the Gram-Schmidt process.
• Solve linear programs, linear systems and systems of linear equations.
• Compute the first nonzero roots of a Bessel function of the first kind and the derivative of the Bessel function at each root.
• Perform discrete sequential tests.

Time Series Functions

• Compute ARMA model autocovariance sequence, log likelihood and residuals.
• Simulate a univariate ARMA time series.
• Compute autocovariance estimates for time series.
• Generate a Hankel, Toeplitz or block Toeplitz matrix.
• Perform finite Fourier transformations and inverse FFTs.
• Kalman filtering.
• TIMSAC (TIMe Series Analysis and Control) routines (developed by the Institute of Statistical Mathematics, Japan).

Numerical Analysis Functions

• Solve ordinary differential equations.
• Perform numerical integration.
• Nonlinear optimization.

 

SAS Stat Studio Features

Interactive data analysis with SAS^® Stat Studio

• Data exploration:
  • Identify observations in plots.
  • Select observations in linked data tables and graphics.
  • Exclude observations from graphs and analyses.
  • Search, sort, subset, and extract data.
  • Transform variables.

• Distribution analysis:
  • Compute descriptive statistics.
  • Create quantile-quantile plots.
  • Create mosaic plots of cross-classified data.
  • Fit parametric and kernel density estimates for distributions.
  • Detect outliers in contaminated Gaussian data.

• Parametric and non-parametric regression:
  • Fit general linear models, logistic regression models and robust regression models.
  • Smooth two-dimensional data by using polynomials, loess curves and thin-plate splines.
  • Create residual and influence diagnostic plots.
  • Include classification effects in logistic and generalized linear models.

• Multivariate analysis:
  • Create correlation matrices and scatter plot matrices with confidence ellipses.
  • Principal components analysis.
  • Discriminant analysis.
  • Factor analysis.
  • Correspondence analysis.

Integrated programming environment

• Write, debug and execute IMLPLus programs in an integrated development environment.
• Execute SAS procedure or DATA step code from within your IMLPlus program.
• Call SAS procedures as functions.
• Create customized, dynamically linked graphics.
• Develop interactive data analysis programs that use dialog boxes.
• Call functions from libraries written in C/C++, FORTRAN and Java.
• Seamless integration between intensive computing and interactive data analysis.
• High-speed data transport between client and server.
• Multi threaded workspace.

Download the complete SAS/IML Fact Sheet.