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SAS macros are pieces of code or variables that are coded once and referenced to perform repetitive tasks. [8] SAS data can be published in HTML, PDF, Excel, RTF and other formats using the Output Delivery System, which was first introduced in 2007. [9] SAS Enterprise Guide is SAS's point-and-click interface.
The expressions manipulated by the CAS typically include polynomials in multiple variables; standard functions of expressions (sine, exponential, etc.); various special functions (Γ, ζ, erf, Bessel functions, etc.); arbitrary functions of expressions; optimization; derivatives, integrals, simplifications, sums, and products of expressions ...
A parameterized macro is a macro that is able to insert given objects into its expansion. This gives the macro some of the power of a function. As a simple example, in the C programming language, this is a typical macro that is not a parameterized macro, i.e., a parameterless macro: #define PI 3.14159
A variadic macro is a feature of some computer programming languages, especially the C preprocessor, whereby a macro may be declared to accept a varying number of arguments. Variable-argument macros were introduced in 1999 in the ISO/IEC 9899:1999 ( C99 ) revision of the C language standard, and in 2011 in ISO/IEC 14882:2011 ( C++11 ) revision ...
In computer programming, a naming convention is a set of rules for choosing the character sequence to be used for identifiers which denote variables, types, functions, and other entities in source code and documentation.
Vector autoregression (VAR) is a statistical model used to capture the relationship between multiple quantities as they change over time. VAR is a type of stochastic process model. VAR models generalize the single-variable (univariate) autoregressive model by allowing for multivariate time series .
OpenVMS, often referred to as just VMS, [8] is a multi-user, multiprocessing and virtual memory-based operating system.It is designed to support time-sharing, batch processing, transaction processing and workstation applications. [9]
The Hodrick–Prescott filter (also known as Hodrick–Prescott decomposition) is a mathematical tool used in macroeconomics, especially in real business cycle theory, to remove the cyclical component of a time series from raw data.