/*****************************************************
               MACRO: WALSH                        
 CREATES SORTED WALSH AVERAGES FOR USE IN COMPUTING
 CONFIDENCE INTERVALS FOR POP MEDIAN               
 INPUT: datain, name of data set 
        vfir, name of variable containing data
 OUTPUT: Sorted Walsh averages to output data set
         dataout                  
*****************************************************/
*options symbolgen mlogic mprint;                                                      

%macro walsh(datain,vfir,dataout);

proc iml;
 use &datain;
 read all var{&vfir} into y;
 nobs=nrow(y);
 nw=nobs*(nobs+1)/2;
 *print nobs nw;
 w=j(nw,1,0);
 index=0;
 do i=1 to nobs;
  do j=1 to i;
   index=index+1;
   w[index]=(y[i]+y[j])/2;
  end;
 end;
 *print w;
 varnames={w};
 create &dataout from w [colname=varnames];
 append from w;
quit;
proc sort data=&dataout;
 by w;
run;
%mend walsh;

* Test it;
data hlex3_1;
 input y @@;
cards;
-8 3 -9 -4 -7 -6 -5 2 -1
;
run;
%walsh(hlex3_1,y,test_out);
proc print data=test_out;run;