The HPCDM Procedure (Experimental)
The HPCDM procedure optionally produces displayed output by using the Output Delivery System (ODS). All output is controlled by the PRINT= option in the PROC HPCDM statement. Table 4.3 relates the PRINT= options to ODS tables.
Table 4.3: ODS Tables Produced in PROC HPCDM
|
ODS Table Name |
Description |
Option |
|---|---|---|
|
CompoundInfo |
Compound distribution information |
Default |
|
DataSummary |
Input data summary |
Default |
|
Percentiles |
Percentiles of the aggregate loss sample |
PRINT=PERCENTILES |
|
PerformanceInfo |
Execution environment information that pertains to the computational performance |
Default |
|
PerturbedPctlSummary |
Perturbation analysis of percentiles |
PRINT=PERTURBSUMMARY and NPERTURBEDSAMPLES > 0 |
|
PerturbedSummary |
Perturbation analysis of summary statistics |
PRINT=PERTURBSUMMARY and NPERTURBEDSAMPLES > 0 |
|
SummaryStatistics |
Summary statistics of the aggregate loss sample |
PRINT=SUMMARYSTATISTICS |
|
Timing |
Timing information for various computational stages of the procedure |
DETAILS (PERFORMANCE statement) |
This section provides detailed descriptions of the tables that are displayed by using different PRINT= options.
-
If you do not specify the PRINT= option and if you do not specify the NOPRINT or PRINT=NONE options, then by default PROC HPCDM produces the CompoundInfo, DataSummary, and SummaryStatistics ODS tables.
The “Compound Distribution Information” table (ODS name: CompoundInfo) displays the information about the severity and count models.
The “Input Data Summary” table (ODS name: DataSummary) is displayed when you specify the DATA= data set. The table displays the total number of observations and the valid number of observations in the data set. If you specify the EXTERNALCOUNTS statement, then the table also displays the number of replications and total number of loss events across all replications.
-
If you specify PRINT=PERCENTILES, the “Percentiles” table (ODS name: Percentiles) is displayed for the distribution of the aggregate loss. The table contains estimates of all the predefined percentiles in addition to the percentiles that you request in the OUTSUM statement.
If you specify the programming statements and the ADJUSTEDSEVERITY= symbol, then an additional table is displayed for the distribution of the aggregate adjusted loss. This table also contains estimates of all the predefined percentiles in addition to the percentiles that you request in the OUTSUM statement.
-
If you specify PRINT=PERTURBSUMMARY, two tables are displayed for the distribution of the aggregate loss. The “Perturbed Summary Statistics” table (ODS name: PerturbedSummary) displays the summary of the effect of perturbing model parameters on the following five summary statistics of the distribution: mean, standard deviation, variance, skewness, and kurtosis. The “Perturbed Percentiles” table (ODS name: PerturbedPctlSummary) displays the perturbation summary for all the predefined percentiles in addition to the percentiles that you request in the OUTSUM statement.
The tables are displayed only if you specify a value greater than 0 for the NPERTURBEDSAMPLES= option.
If you specify a value of
for the NPERTURBEDSAMPLES= option, then for each summary statistic and percentile, an average and standard error of the set
of values of that summary statistic or percentile are displayed in the respective perturbation summary tables.
If you specify the programming statements and the ADJUSTEDSEVERITY= symbol, then additional perturbation summary tables are displayed for the distribution of the aggregate adjusted loss.
-
If you specify PRINT=SUMMARYSTATISTICS, the “Summary Statistics” table (ODS name: SummaryStatistics) is displayed for the distribution of the aggregate loss. The table contains estimates of the following summary statistics: the number of observations in the sample, maximum value in the sample, minimum value in the sample, mean, median, standard deviation, interquartile range, variance, skewness, and kurtosis.
If you specify the programming statements and the ADJUSTEDSEVERITY= symbol, then an additional table of summary statistics is displayed for the distribution of the aggregate adjusted loss.
The “Performance Information” table (ODS name: PerformanceInfo) is produced by default. It displays information about the execution mode. For single-machine mode, the table displays the number of threads that are used. For distributed mode, the table displays the grid mode (symmetric or asymmetric), the number of compute nodes, and the number of threads per node.
If you specify the DETAILS option in the PERFORMANCE statement, PROC HPCDM also produces a “Timing” table (ODS name: Timing) that displays elapsed times (absolute and relative) for the main tasks of the procedure.