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=