The HPCDM Procedure (Experimental)

Functional Summary

Table 4.1 summarizes the statements and options available in the HPCDM procedure.

Table 4.1: HPCDM Functional Summary

Description	Statement	Option
Statements
Specifies the names of severity distribution models	SEVERITYMODEL
Specifies externally simulated count data	EXTERNALCOUNTS
Specifies where and how the full simulated samples are written	OUTPUT
Specifies where and how the summary statistics of simulated samples are written	OUTSUM
Specifies performance options	PERFORMANCE
Specifies programming statements that define an objective function	Programming statements
Data Set Options
Specifies the input data set	PROC HPCDM	DATA=
Specifies the output data set for the full simulated samples	OUTPUT	OUT=
Specifies the output data set for the summary statistics	OUTSUM	OUT=
Model Input Options
Specifies the variable that contains externally simulated counts	EXTERNALCOUNTS	COUNT=
Specifies the item store that contains the frequency (count) model	PROC HPCDM	COUNTSTORE=
Specifies the replicate identifier variable for external counts	EXTERNALCOUNTS	ID=
Specifies the input data set for parameter estimates of the severity models	PROC HPCDM	SEVERITYEST=
Simulation Options
Specifies the adjusted severity symbol in the programming statements	PROC HPCDM	ADJUSTEDSEVERITY=
Specifies the number of parameter-perturbed samples to be simulated	PROC HPCDM	NPERTURBEDSAMPLES=
Specifies a number that controls the size of the simulated sample	PROC HPCDM	NREPLICATES=
Specifies a seed for the internal pseudo-random number generator	PROC HPCDM	SEED=
Output Preparation Options
Specifies the variable for the aggregate adjusted loss sample	OUTPUT	ADJSAMPLEVAR=
Specifies the names of the variables for percentiles	OUTSUM	PCTLNAME=
Specifies the decimal precision to form default percentile variable names	OUTSUM	PCTLNDEC=
Specifies percentiles to compute and report	OUTSUM	PCTLPTS=
Specifies the method to compute the percentiles	PROC HPCDM	PCTLDEF=
Specifies that all perturbed samples be written to the OUT= data set	OUTPUT	PERTURBOUT
Specifies the variable for the aggregate loss sample	OUTPUT	SAMPLEVAR=
Specifies the denominator for computing second- and higher-order moments	PROC HPCDM	VARDEF=
Displayed Output and Plotting Options
Suppresses all displayed and graphical output	PROC HPCDM	NOPRINT
Specifies which displayed output to prepare	PROC HPCDM	PRINT=
Specifies which graphical output to prepare	PROC HPCDM	PLOTS=