The HPCDM Procedure (Experimental)

Output Data Sets

Subsections:

OUTSAMPLE= Data Set
OUTSUM= Data Set

PROC HPCDM writes the output data sets that you specify in the OUT= option of the OUTPUT and OUTSUM statements. The contents of these output data sets are described in the sections OUTSAMPLE= Data Set and OUTSUM= Data Set, respectively.

OUTSAMPLE= Data Set

The OUTSAMPLE= data set records the full sample of the aggregate loss and aggregate adjusted loss.

If you specify the BY statement, then the data are organized in BY groups and the data set contains variables that you specify in the BY statement. In addition, the OUTSAMPLE= data set contains the following variables:

_SEVERITYMODEL_: indicates the name of the severity distribution model.
_COUNTMODEL_: indicates the name of the count model. If you specify the EXTERNALCOUNTS statement, then the value of this variable is “_EXTERNAL_”. If you specify the COUNTSTORE= option, then the value of this variable is “_COUNTSTORE_”.
<unadjusted sample variable>: indicates the value of the unadjusted aggregate loss. The name of this variable is the value of the SAMPLEVAR= option in the OUTPUT statement. If you do not specify the SAMPLEVAR= option, then the variable is named _AGGSEV_.
<adjusted sample variable>: indicates the value of the adjusted aggregate loss. This variable is created only when you specify the programming statements and the ADJUSTEDSEVERITY= option in the PROC HPCDM statement. The name of this variable is the value of the ADJSAMPLEVAR= option in the OUTPUT statement. If you do not specify the ADJSAMPLEVAR= option, then the variable is named _AGGADJSEV_.
_DRAWID_: indicates the identifier for the perturbed sample. This variable is created only when you specify the NPERTURBEDSAMPLES= option in the PROC HPCDM statement. The value of this variable identifies the perturbed sample. A value of 0 for the _DRAWID_ variable indicates an unperturbed sample.

OUTSUM= Data Set

The OUTSUM= data set records the summary statistics and percentiles of the compound distributions of aggregate loss and aggregate adjusted loss. Only the estimates that you request in the OUTSUM statement are written to the OUTSUM= data set. For more information about the method of naming the variables that correspond to the summary statistics or percentiles, see the description of the OUTSUM statement.

If you specify the BY statement, then the data are organized in BY groups and the data set contains variables that you specify in the BY statement. In addition, the OUTSUM= data set contains the following variables:

_SEVERITYMODEL_: indicates the name of the severity distribution model.
_COUNTMODEL_: indicates the name of the count model. If you specify the EXTERNALCOUNTS statement, then the value of this variable is “_EXTERNAL_”. If you specify the COUNTSTORE= option, then the value of this variable is “_COUNTSTORE_”.
_SAMPLEVAR_: indicates the name of the aggregate loss sample. For an unadjusted sample, the value of the variable is the value of the SAMPLEVAR= option that you specify in the OUTPUT statement or the default value of “_AGGSEV_”. For an adjusted sample, the value of the variable is the value of the ADJSAMPLEVAR= option that you specify in the OUTPUT statement or the default value of “_AGGADJSEV_”.
_DRAWID_: indicates the identifier for the perturbed sample. This variable is created only when you specify the NPERTURBEDSAMPLES= option in the PROC HPCDM statement. The value of this variable identifies the perturbed sample. A value of 0 for _DRAWID_ indicates an unperturbed sample.