Using Proc Fcmp

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Using SAS PROC FCMP
Cheryl Xiyun Wang
Statistics Canada
November 14 2012
Using SAS PROC FCMP
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
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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;
program-statements;
return;
endsub;
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
Demo!
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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
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
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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
[email protected]
(613) 951-1282
 Cheryl Wang
IT Team Leader, SAS Technology Center,
Statistics Canada, 150 Tunney's Pasture Driveway
Ottawa, Ontario, K1A 0T6
[email protected]
(613) 951-0843
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