SAS Proc IML滚动窗口(循环)

Question

我想将下面给出的工作模块修改为上面的模块，目的是不使用从1到m的p的整个样本，该模块将只使用前18个和后18个值围绕时间点x。所以p(x-18…x+18)。但我最终会出错，无法真正理解问题在哪里。错误信息，整个命令行在post结尾。

start mhatx2(m,p,h,pi,e);
t5=j(m,1);                   /*mhatx omit x=t*/
upb=m-18;
do x=19 to upb;
lo=x-18;
up=x+18;
i=T(lo:up);
temp1=x-i;
ue=Kmod(temp1,h,pi,e)#p[i];
le=Kmod(temp1,h,pi,e);
t5[x]=(sum(ue)-ue[x])/(sum(le)-le[x]);
end;
return (t5);
finish;

start mhatx2(m,p,h,pi,e);
t5=j(m,1);                   /*mhatx omit x=t*/
do x=1 to nrow(p);
i=T(1:m);
temp1=x-i;
ue=Kmod(temp1,h,pi,e)#p[i];
le=Kmod(temp1,h,pi,e);
t5[x]=(sum(ue)-ue[x])/(sum(le)-le[x]);
end;
return (t5);
finish;

错误信息:

430  proc iml;
NOTE: IML Ready
431
432
433  EDIT kirjasto.basfraaka var "open";
434
435  read all var "open" into p;
436
437
438  m=nrow(p);
439  x=T(1:m);
440  pi=constant("pi");
441  e=constant("e");
442
443  h=0.75;
444
445  start Kmod(x,h,pi,e);
446  k=1/(h#(2#pi)##(1/2))#e##(-x##2/(2#h##2));
447  return (k);
448  finish;
NOTE: Module KMOD defined.
449  start mhatx2(m,p,h,pi,e);
450  t5=j(m,1);
450!                              /*mhatx omit x=t*/
451  upb=m-18;
452  do x=19 to upb;
453  lo=x-18;
454  up=x+18;
455  i=T(lo:up);
456  temp1=x-i;
457  ue=Kmod(temp1,h,pi,e)#p[i];
458  le=Kmod(temp1,h,pi,e);
459  t5[x]=(sum(ue)-ue[x])/(sum(le)-le[x]);
460  end;
461  return (t5);
462  finish;
NOTE: Module MHATX2 defined.
463
464  ptz=j(m,1);
465  ptz=mhatx2(m,p,h,pi,e);
ERROR: (execution) Invalid subscript or subscript out of range.
 operation : [ at line 459 column 18
 operands  : ue, x
ue     37 rows      1 col     (numeric)
x      1 row       1 col     (numeric)
        38
 statement : ASSIGN at line 459 column 1
 traceback : module MHATX2 at line 459 column 1
NOTE: Paused in module MHATX2.
466  print ptz;
ERROR: Matrix ptz has not been set to a value.
 statement : PRINT at line 466 column 1

Answer 1

就像这一行:

t5[x]=(sum(ue)-ue[x])/(sum(le)-le[x]);

不正确地引用了ue和le成员。如果你想减去"当前迭代"那部分，那么你需要

t5[x]=(sum(ue)-ue[19])/(sum(le)-le[19]);

，因为它是范围的"中间"(对应于当前的x值)。