I need to create a variable that takes the product of the values of all prior values and including the one in the current obs.
data temp;
input time cond_prob;
datalines;
1 1
2 0.2
3 0.3
4 0.4
5 0.6
;
run;
Final data should be:
1 1
2 0.2 (1*0.2)
3 0.06 (0.2* 0.3)
4 0.024 (0.06 * 0.4
5 0.0144 (0.024 *0.6)
This seems like a simple code but I can't get it to work. I can do cumulative sums but cumulative product is not working when using the same logic.
Use the RETAIN functionality. For the first record I set it to a value of 1 because anything multiplied by 1 will stay the same.
data want;
set temp;
retain cum_product 1;
cum_product = cond_prob * cum_product;
run;
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