The HPCDM Procedure(Experimental)

EXTERNALCOUNTS Statement

  • EXTERNALCOUNTS COUNT=frequency-variable <ID=replication-id-variable>;

The EXTERNALCOUNTS statement enables you to specify externally simulated frequency counts. By default, PROC HPCDM internally simulates the number of loss events by using the frequency model input (COUNTSTORE= item store). However, if you specify the EXTERNALCOUNTS statement, then PROC HPCDM uses the counts that you specify in the DATA= data set and simulates only the severity values internally.

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

You must specify the following option in the EXTERNALCOUNTS statement:

COUNT=count-variable

specifies the variable that contains the simulated counts. This variable must be present in the DATA= data set.

You can also specify the following option in the EXTERNALCOUNTS statement:

ID=replication-id-variable

specifies the variable that contains the replicate identifier. This variable must be present in the DATA= data set. Furthermore, you must specify the DISTBY statement with replication-id-variable as the only DISTBY variable to ensure correct simulation.

The observations of DATA= data set must be arranged such that the values of the ID= variable are in increasing order in each BY group or in the entire data set if you do not specify the BY statement.

If you do not specify the ID= option, then PROC HPCDM assumes that each observation represents one replication. In other words, the observation number serves as the default replication identifier.

The simulation process of using the external counts to generate the compound distribution sample is described in the section Simulation with External Counts.