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Using SAS PROC FCMP

Using SAS PROC FCMP . Cheryl Xiyun Wang Statistics Canada November 14 2012. Using SAS PROC FCMP. Introduction Examples of Using PROC FCMP Using PROC FCMP to Build Customized SAS Functions in G-Sam DATA Step Runs Another DATA Step Through PROC FCMP Other Features in PROC FCMP References

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Using SAS PROC FCMP

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  1. Using SAS PROC FCMP Cheryl Xiyun Wang Statistics Canada November 14 2012

  2. Using SAS PROC FCMP • Introduction • Examples of Using PROC FCMP • Using PROC FCMP to Build Customized SAS Functions in G-Sam • DATA Step Runs Another DATA Step Through PROC FCMP • Other Features in PROC FCMP • References • Questions Statistics Canada • Statistique Canada Page 2

  3. 1. Introduction 1) What is PROCFCMP? • PROC FCMP is the SAS Function Compiler procedure; it enables us to create and test customized “functions/CALL routines” using DATA step syntax and store them in SAS packages to be shared; • Some PROC FCMP statements are slightly different from DATA step statements and we can use most features of SAS programming language to create PROC FCMP “functions/CALL routines” (variables, constants, control flows, math operations...); • Just like any other SAS “functions/CALL routines”, PROC FCMP “functions/CALL routines” can be used in DATA step, WHERE statement, Output Delivery System (ODS), and many SAS procedures (although not all); Statistics Canada • Statistique Canada Page 3

  4. 1. Introduction (cont’d) 2) Advantages of using PROC FCMP • A library of reusable “functions/ CALL routines” can be built using DATA step syntax, which can be reused in many other SAS programs; • Complex programs can be simplified by abstracting/wrapping common computations into PROC FCMP “functions/ CALL routines”; • PROC FCMP “functions/CALL routines” are independent from their use which means any SAS program calling PROC FCMP functions/CALL routines is not affected by the implementation of PROC FCMP functions/CALL routines; (comparing to macros) • Developers can more easily read, write, and maintain complex code with independent and reusable functions/CALL routines; Statistics Canada • Statistique Canada Page 4

  5. 1. Introduction (cont’d) 3) PROC FCMP Syntax PROC FCMP options; (declare statements; program statements;) ABORT; ARRAYname[dimensions] </NOSYMBOLS | variables | constants | (initial-values)>; ATTRIBvariables <FORMAT=format-name LABEL='label' LENGTH=length>; LABELvariable='label'; STRUCTstructure-name variable; DELETEFUNCfunction-name; DELETESUBRsubroutine-name; FUNCTIONfunction-name(argument-1, ..., argument-n) options SUBROUTINEsubroutine-name (argument-1, ..., argument-n) options OUTARGSout-argument-1, ..., out-argument-n; LISTFUNCfunction-name; LISTSUBRsubroutine-name; QUIT; Statistics Canada • Statistique Canada Page 5

  6. 1. Introduction (cont’d) 4) Declare PROC FCMP Functions and CALL Routines Function name(argument-1, ... , argument-n); • program-statements; • return (expression); endsub; Subroutine name(argument-1, ..., argument-n); • outargsout-argument-1, ..., out-argument-N; • program-statements; • return; endsub; Here program-statements are built using SAS programming languages Statistics Canada • Statistique Canada Page 6

  7. 2. Examples of using PROC FCMP 1) Simple examples of using PROC FCMP functions/CALL routines Demo! 2) An example of using PROC FCMP in functions in PROC OPTMODEL Demo! Statistics Canada • Statistique Canada Page 7

  8. 3. Customized Functions in G-Sam 1) Situation • A group of complex mathematical functions are used many times in our large optimization problems which are to be implemented by SAS PROC OPTMODEL; 2) Solution • Using PROC FCMP to build customized SAS functions for those complex mathematical functions; • Using these customized SAS Functions in any places in SAS PROC OPTMODEL; Statistics Canada • Statistique Canada Page 8

  9. 3. Customized Functions in G-Sam (Cont’d) 3) An example of G-Sam functions and their usage (Demo) Statistics Canada • Statistique Canada Page 9

  10. 3. Customized Functions in G-Sam (Cont’d) 4) Benefit of Using PROC FCMP in G-Sam • Perfect fit; wrap complex computations into independent functions and plug them into PROC OPTMODEL easily; eases our system implementation; • Work of building PROC FCMP functions be done independently by another developer (parallel); efficient • Easy maintenance: from times to time, specs changes a lot but are mostly in these functions, thus most system modifications were done in the FCMP functions; less impact; • Numeric precision needs special attentions. • Don’t use customized functions in PROC Optmodel variables; Statistics Canada • Statistique Canada Page 10

  11. 4. Run data step within another data step through PROC FCMP • PROC FCMP run_macro(…) function; • rc = RUN_MACRO ('macro_name', variable_1, variable_2, ..., variable_n) ; • where: the return code rc indicates that the macro call was attempted; variable_1, variable_2, ..., variable_nare PROC FCMP variables to be passed to macro variables in the invoked SAS Macro; then invoked SAS Macro can execute properly. 2) Demo Statistics Canada • Statistique Canada Page 11

  12. 5. Other features in PROC FCMP 1) SAS FCMP Function Editor • SAS 9.2 / SAS 9.3 -> Solutions -> Analysis -> FCmp Function Editor • Browse / edit all available PROC FCMP functions/CALL routines; Syntax checking; testing; manage datasets and logs ; 2) Enables calling c/c++ functions from Data Step • Data Step -> PROC FCMP wrapper functions –> Proc proto functions –> c/c++ functions • Good paper: Developing User-Defined Functions in SAS®: A Summary and Comparison 3) Build-in Microsoft Excel functions 4) Build-in functions for Matrix operations Statistics Canada • Statistique Canada

  13. 6. References • SAS 9.3 installed locally, use SAS 9.3 Help Files Contents -> SAS Products -> Base SAS -> Base SAS 9.3 Procedures Guide -> Procedures -> FCMP Procedure / FCMP Special Functions and Call Routines / FCmp Function Editor • SAS 9.3 not installed, Check SAS online document: PROC FCMP :: Base SAS(R) 9.3 Procedures Guide, Second Edition • Developing User-Defined Functions in SAS®: A Summary and Comparison (comparing Macro, SAS/IML, SCL, Proc Proto and Proc FCMP: how to build and performance) • Functioning at an Advanced Level: PROC FCMP and PROC PROTO (simple examples) • Overview of the SAS Function Compiler (FCMP – GASUG) • Top 10 reasons for a modeller to learn PROC FCMP (Financial market analyst): • Google “PROC FCMP” • Difference between proc fcmp and datastep Statistics Canada • Statistique Canada Page 13

  14. 7. Questions • Yves Deguire Systems Chief, SAS Technology Center, Statistics Canada, 150 Tunney's Pasture Driveway Ottawa, Ontario, K1A 0T6 Yves.Deguire@a.statcan.gc.ca (613) 951-1282 • Cheryl Wang IT Team Leader, SAS Technology Center, Statistics Canada, 150 Tunney's Pasture Driveway Ottawa, Ontario, K1A 0T6 Cherylxiyun.wang@a.statcan.gc.ca (613) 951-0843 Statistics Canada • Statistique Canada

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