proc iml;

start main;


y={12,

   9,

   8,

   5,

   7,

   5,

   6,

   8};


  X={1,

     1,

     1,

     1,

     1,

     1,

     1,

	 1};

A={1  0   0  .5 .5  .5 .5  0  0   0  0,

    0  1   0  .5 .5  .5 .5  .5  .5   .5  .5,

    0  0   1   0  0   0  0  .5  .5   .5  .5,

   .5 .5   0   1 .5  .5 .5  .25 .25  .25 .25,

   .5 .5   0  .5  1  .5 .5  .25 .25  .25 .25,

   .5 .5   0  .5 .5   1 .5  .25 .25  .25 .25,

   .5 .5   0  .5  .5  .5  1 .25 .25  .25 .25,

    0 .5  .5  .25 .25 .25 .25 1  .5   .5  .5,

    0 .5  .5  .25 .25 .25 .25 .5  1   .5  .5,

    0 .5  .5  .25 .25 .25 .25 .5 .5    1  .5,

    0 .5  .5  .25 .25 .25 .25 .5 .5   .5   1};


AINV=INV(A);


Z1={0 0 0 1 0 0 0 0 0 0 0,

    0 0 0 0 1 0 0 0 0 0 0,

    0 0 0 0 0 1 0 0 0 0 0,

    0 0 0 0 0 0 1 0 0 0 0,

    0 0 0 0 0 0 0 1 0 0 0,

    0 0 0 0 0 0 0 0 1 0 0,

    0 0 0 0 0 0 0 0 0 1 0,

    0 0 0 0 0 0 0 0 0 0 1};


Z2={1  0,

    1  0,

	1  0,

	1  0,

	0  1,

	0  1,

	0  1,

	0  1};


I={1  0,

   0  1};

 


P={10   0,

   0    100};


K=inv(P)#10;


LHS=((X`*X)||(X`*Z1)||(X`*Z2))

        //((Z1`*X)||(Z1`*Z1+AINV#K[1,1])||(Z1`*Z2))

        //((Z2`*X)||(Z2`*Z1)||(Z2`*Z2+I#K[2,2])); 


RHS=(X`*Y)//(Z1`*Y)//(Z2`*Y);

C=INV(LHS);

BU=C*RHS;

RMSE=(Y`*Y-BU`*RHS)#(1/6);

print BU ;

finish main;

run;

quit;