Using SAS PROC FCMP

Cheryl Xiyun WangStatistics CanadaNovember 14 2012

1. Introduction

2. Examples of Using PROC FCMP

3. Using PROC FCMP to Build Customized SAS Functions in G-Sam

4. DATA Step Runs Another DATA Step Through PROC FCMP

5. Other Features in PROC FCMP

6. References

7. Questions

Statistics Canada • Statistique Canada 13/11/2012

Using SAS PROC FCMP

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1. Introduction

1) What is PROC FCMP?

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);

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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;

1. Introduction (cont’d)

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3) PROC FCMP SyntaxPROC FCMP options; (declare statements; program statements;)

ABORT;

ARRAY name[dimensions] </NOSYMBOLS | variables | constants | (initial-values)>;

ATTRIB variables <FORMAT=format-name LABEL='label' LENGTH=length>;

LABEL variable='label';

STRUCT structure-name variable;

DELETEFUNC function-name;

DELETESUBR subroutine-name;

FUNCTION function-name(argument-1, ..., argument-n) options

SUBROUTINE subroutine-name (argument-1, ..., argument-n) options

OUTARGS out-argument-1, ..., out-argument-n;

LISTFUNC function-name;

LISTSUBR subroutine-name;

QUIT;

1. Introduction (cont’d)

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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);

outargs out-argument-1, ..., out-argument-N;

program-statements;

return;endsub;

Here program-statements are built using SAS programming languages

1. Introduction (cont’d)

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1) Simple examples of using PROC FCMP functions/CALL routines

Demo!

2) An example of using PROC FCMP in functions in PROC OPTMODEL

Demo!

2. Examples of using PROC FCMP

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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;

3. Customized Functions in G-Sam

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3) An example of G-Sam functions and their usage (Demo)

3. Customized Functions in G-Sam (Cont’d)

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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;

3. Customized Functions in G-Sam (Cont’d)

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1) 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_n are PROC FCMP variables to be passed to macro variables in the invoked SAS Macro; then invoked SAS Macro can execute properly.

2) Demo

4. Run data step within another data step through PROC FCMP

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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

5. Other features in PROC FCMP

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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

6. References

Statistics Canada • Statistique Canada 13/11/2012Page 13

Yves DeguireSystems 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 WangIT 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

7. Questions

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