The HPCDM Procedure (Experimental)

The SEVERITYMODEL statement specifies one or more severity distribution models that you want to use in simulating a compound distribution sample. The severity-model-list is a space-separated list of names of severity models that you would use with PROC SEVERITY’s DIST statement. The SEVERITYEST= data set must contain all the severity models in the list. If you specify a name that does not appear in the _MODEL_ column of the SEVERITYEST= data set, then that name is ignored.

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

If you do not specify a SEVERITYMODEL statement, then this is equivalent to specifying all the severity models that appear in the SEVERITYEST= data set.

A compound distribution sample is generated for each of the severity models by compounding that severity model with the frequency model that you specify in the COUNTSTORE= item store or the external frequency model that is encoded by the COUNT= variable that you specify in the EXTERNALCOUNTS statement.