The CCDM Procedure

EXTERNALCOUNTS Statement

EXTERNALCOUNTS COUNT=frequency-variable <ID=replication-id-variable>;

The EXTERNALCOUNTS statement enables you to specify externally simulated frequency counts. By default, PROC CCDM internally simulates the number of loss events by using the frequency model from the COUNTSTORE= item store or the COUNTMODEL statement. However, if you specify the EXTERNALCOUNTS statement, then PROC CCDM uses the counts that you specify in the DATA= data table and simulates only the severity values internally.

If you specify more than one EXTERNALCOUNTS statement, only the first one is used.

You must specify the following option in the EXTERNALCOUNTS statement:

COUNT=count-variable: specifies the variable that contains the simulated counts. This variable must be present in the DATA= data table.

You can also specify the following option in the EXTERNALCOUNTS statement:

ID=replication-id-variable

specifies the variable that contains the replicate identifier. This variable must be present in the DATA= data table.

When you specify this option, you must partition the observations of the DATA= data table by the BY variables, if any, and the ID= variable. One way to partition the table is to run the following DATA step when you upload a local SAS data set to a CAS table on the CAS server, where BY-variable-list is the list of BY variables that is identical to the list in the BY statement:

data mycas.counts(partition=(<BY-variable-list> <replication-id-variable>));
   set inlib.counts;
run;

If the DATA= data table is already loaded into the CAS server and not partitioned by the required set of variables, then one way to partition the table is to use PROC CAS to run the partition action.

If you do not specify the BY statement, then the DATA= data table must be partitioned by just the ID= variable.

If you do not specify the ID= option, then PROC CCDM assumes that each observation represents one replication. In other words, the observation number serves as the default replication identifier.

The simulation process of using the external counts to generate the compound distribution sample is described in the section Simulation with External Counts.

Last updated: April 15, 2021