The CCDM Procedure

specifies the output data table that contains the summary statistics of each of the simulated compound distribution samples. CAS-libref.data-table is a two-level name, where CAS-libref refers to the caslib and session identifier, and data-table specifies the name of the output data table. For more information about this two-level name, see the DATA= option and the section Using CAS Sessions and CAS Engine Librefs. The CAS-libref must be identical to the CAS-libref that you specify in the DATA= option.

You can control the summary statistics that appear in this data table by specifying different statistic-keywords and outsum-options.

specifies the kurtosis of the compound distribution sample.

specifies the mean of the compound distribution sample.

specifies the 1st percentile of the compound distribution sample.

specifies the 5th percentile of the compound distribution sample.

specifies the 10th percentile of the compound distribution sample.

specifies the lower or 1st quartile (the 25th percentile) of the compound distribution sample.

specifies the median (the 50th percentile) of the compound distribution sample.

specifies the upper or 3rd quartile (the 75th percentile) of the compound distribution sample.

specifies the 90th percentile of the compound distribution sample.

specifies the 95th percentile of the compound distribution sample.

specifies the 99th percentile of the compound distribution sample.

specifies the 99.5th percentile of the compound distribution sample.

specifies the interquartile range (Q3–Q1) of the compound distribution sample.

specifies the skewness of the compound distribution sample.

specifies the standard deviation of the compound distribution sample.

specifies one or more percentiles that you want to be computed and written to the OUTSUM= data table. This option is useful if you need to request percentiles that are not available in the preceding list of statistic-keyword values. Each percentile value must belong to the (0,100) open interval. The percentile-list is a comma-separated list of numbers. You can also use a list notation of the form "<number1> to <number2> by <increment>". For example, the following two options are equivalent:

pctlpts=10, 20, 99.6, 99.7, 99.8, 99.9
pctlpts=10, 20, 99.6 to 99.9 by 0.1

You can specify the name of the variable for a particular percentile value in the PCTLNAME= option.

specifies the names of the variables that contain the estimates of the percentiles that you request by using the PCTLPTS= option.

If you specify the PCTLNAME= option, you must specify it as the last option in the OUTSUM statement.

If you do not specify the PCTLNAME= option, then each percentile value t in the list of values in the PCTLPTS= option is written to the variable named "Pt," where the decimal point in t, if any, is replaced by an underscore.

The percentile-variable-name-list is a space-separated list of names. You can also use a shortcut notation of <prefix>m–<prefix>n for two integers m and n () to generate the following list of names: <prefix>m, <prefix>, …, and <prefix>n. For example, the following two options are equivalent:

pctlname=p1 p2 pc5 pc6 pc7 pc8 pc9 pc10
pctlname=p1 p2 pc5-pc10

The name in jth position of the expanded name list of the PCTLNAME= option is used to create a variable for a percentile value in the jth position of the expanded value list of the PCTLPTS= option. If you specify names in the PCTLNAME= option and percentile values in the PCTLPTS= option, and if , then the first percentiles are written to the variables that you specify. The remaining percentiles are written to the variables that have the name of the form Pt, where t is the text representation of the percentile value that is formed by retaining at most PCTLNDEC= digits after the decimal point and replacing the decimal point with an underscore ('_'). For example, assume that you specify the following options:

pctlpts=10, 20, 99.3 to 99.5 by 0.1, 99.995
pctlname=pten ptwenty ninenine3-ninenine5

Then PROC CCDM writes the 10th and 20th percentiles to the variables pten and ptwenty, respectively; the 99.3rd through 99.5th percentiles to the variables ninenine3, ninenine4, and ninenine5, respectively; and the remaining 99.995th percentile to the variable P99_995.

If a percentile value in the PCTLPTS= option matches a percentile value that is implied by one of the predefined percentile statistics and you specify the corresponding statistic-keyword, then the variable name that is implied by the statistic-keyword<=variable-name> specification takes precedence over the name that you specify in the PCTLNAME= option. For example, assume that you specify the predefined percentile statistic of P95, as in the following OUTSUM statement:

outsum out=mypctls p95=ninetyfifth
        pctlpts=95 to 99 by 1 pctlname=pct95-pct99;

Then the 95th percentile is written to the variable ninetyfifth instead of the variable pct95 that the PCTLNAME= option implies.

specifies the maximum number of decimal places to use while creating the names of the variables for the percentile values in the PCTLPTS= option. By default, PCTLNDEC=3. For example, for a percentile value of 99.9995, PROC CCDM creates a variable named P99_999 by default, but if you specify PCTLNDEC=4, then the variable is named P99_9995.

The PCTLNDEC= option is used only for percentile values for which you do not specify a name in the PCTLNAME= option.