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

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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
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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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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;
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1. Introduction (cont’d)
3) PROC FCMP Syntax
PROC 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;
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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);
outargs out-argument-1, ..., out-argument-N;
return;
Here program-statements are built using SAS programming languages
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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
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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;
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3. Customized Functions in G-Sam (Cont’d)
3) An example of G-Sam functions and their usage (Demo)
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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;
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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_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
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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
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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
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7. Questions
Yves Deguire
Systems Chief, SAS Technology Center,
Statistics Canada, 150 Tunney's Pasture Driveway
Ottawa, Ontario, K1A 0T6
(613)
Cheryl Wang
IT Team Leader, SAS Technology Center,
(613)
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