The HPFMM Procedure

PROC HPFMM Contrasted with PROC FMM

For general contrasts between SAS high-performance analytical procedures and other SAS procedures, see the section Common Features of SAS High-Performance Statistical Procedures.

The HPFMM procedure is somewhat distinct from other high-performance analytical procedures in being very nearly a twin of its counterpart, PROC FMM. You can fit the same kinds of models and get the same kinds of tabular, graphical, and data set results from PROC HPFMM as from PROC FMM. The main difference is that PROC HPFMM was developed primarily to work in a distributed environment, and PROC FMM primarily for a single (potentially multithreaded) host.

PROC HPFMM and PROC FMM have several differences because of their respective underlying technology:

  • The ORDER option that specifies the sort order for the levels of CLASS variables is not available in the PROC statement of the HPFMM procedure. Instead the HPFMM procedure makes this option available in the CLASS statement.

  • The CLASS statement in the HPFMM procedure provides many more options than the CLASS statement in the FMM procedure.

  • The PERFORMANCE statement in the HPFMM procedure includes a superset of the options that are available in the PERFORMANCE statement in the FMM procedure.

  • The NOVAR option in the OUTPUT statement in the FMM procedure is not available in the OUTPUT statement of the HPFMM procedure.

The OUTPUT statement in PROC HPFMM produces observationwise statistics. However, as is customary for SAS high-performance analytical procedures, PROC HPFMM’s OUTPUT statement does not by default include the input and BY variables in the output data set. This is to avoid data duplication for large data sets. In order to include any input or BY variables in the output data set, you must list these variables in the ID statement. Furthermore, PROC HPFMM’s OUTPUT statement includes the predicted values of the response variable if you do not specify any output statistics.

In contrast, when you request that the posterior sample be saved to a SAS data by specifying the OUTPOST= option in the BAYES statement, PROC HPFMM includes the BY variables in the data set.