Oil Wildcatter's Problem (dtree0)
/**************************************************************/
/* S A S S A M P L E L I B R A R Y */
/* */
/* NAME: DTREE0 */
/* TITLE: Oil Wildcatter's Problem (dtree0) */
/* PRODUCT: OR */
/* SYSTEM: ALL */
/* KEYS: DTREE */
/* PROCS: DTREE, PRINT */
/* DATA: */
/* */
/* SUPPORT: UPDATE: */
/* REF: Examples from the Getting Started & Details */
/* sections of DTREE chapter */
/* MISC: */
/* */
/**************************************************************/
/* -- create the STAGEIN= data set -- */
data Dtoils1;
format _STNAME_ $12. _STTYPE_ $2. _OUTCOM_ $10.
_SUCCES_ $12. ;
input _STNAME_ $ _STTYPE_ $ _OUTCOM_ $ _SUCCES_ $ ;
datalines;
Drill D Drill Cost
. . Not_Drill .
Cost C Low Oil_Deposit
. . Fair Oil_Deposit
. . High Oil_Deposit
Oil_Deposit C Dry .
. . Wet .
. . Soaking .
;
/* -- create the PROBIN= data set -- */
data Dtoilp1;
input _EVENT1 $ _PROB1
_EVENT2 $ _PROB2
_EVENT3 $ _PROB3 ;
datalines;
Low 0.2 Fair 0.6 High 0.2
Dry 0.5 Wet 0.3 Soaking 0.2
;
/* -- create PAYOFFS= data set -- */
data Dtoilu1;
format _STATE1-_STATE3 $12. _VALUE_ dollar12.0;
input _STATE1 $ _STATE2 $ _STATE3 $ ;
/* determine the cost for this scenario */
if _STATE1='Low' then _COST_=150000;
else if _STATE1='Fair' then _COST_=300000;
else _COST_=500000;
/* determine the oil deposit and the */
/* corresponding net payoff for this scenario */
if _STATE2='Dry' then _PAYOFF_=0;
else if _STATE2='Wet' then _PAYOFF_=700000;
else _PAYOFF_=1200000;
/* calculate the net return for this scenario */
if _STATE3='Not_Drill' then _VALUE_=0;
else _VALUE_=_PAYOFF_-_COST_;
/* drop unneeded variables */
drop _COST_ _PAYOFF_;
datalines;
Low Dry Not_Drill
Low Dry Drill
Low Wet Not_Drill
Low Wet Drill
Low Soaking Not_Drill
Low Soaking Drill
Fair Dry Not_Drill
Fair Dry Drill
Fair Wet Not_Drill
Fair Wet Drill
Fair Soaking Not_Drill
Fair Soaking Drill
High Dry Not_Drill
High Dry Drill
High Wet Not_Drill
High Wet Drill
High Soaking Not_Drill
High Soaking Drill
;
/* -- print the payoff table -- */
title "Oil Wildcatter's Problem";
title3 "The Payoffs";
proc print data=Dtoilu1;
run;
/* -- PROC DTREE statements -- */
title "Oil Wildcatter's Problem";
proc dtree stagein=Dtoils1
probin=Dtoilp1
payoffs=Dtoilu1
nowarning;
evaluate / summary;
OPTIONS LINESIZE=100;
treeplot/ lineprinter;
OPTIONS LINESIZE=78;
evaluate / criterion=maxce rt=700000 summary;
vpi Oil_Deposit;
vpi Cost;
save;
move Cost before Drill;
evaluate;
recall;
vpc Cost;
quit;
/* -- create the STAGEIN= data set -- */
data Dtoils2;
format _STNAME_ $12. _STTYPE_ $2. _OUTCOM_ $14.
_SUCCES_ $12. _REWARD_ dollar12.0;
input _STNAME_ & _STTYPE_ & _OUTCOM_ &
_SUCCES_ & _REWARD_ dollar12.0;
datalines;
Drill D Drill Cost .
. . Not_Drill . .
Cost C Low Oil_Deposit .
. . Fair Oil_Deposit .
. . High Oil_Deposit .
Oil_Deposit C Dry . .
. . Wet . .
. . Soaking . .
Sounding D Noseismic Drill .
. . Seismic Structure -$60,000
Structure C No_Struct Drill .
. . Open_Struct Drill .
. . Closed_Struct Drill .
;
/* -- create PROBIN= data set -- */
data Dtoilp2;
format _EVENT1 $10. _EVENT2 $12. _EVENT3 $14. ;
input _GIVEN_ $ _EVENT1 $ _PROB1
_EVENT2 $ _PROB2 _EVENT3 $ _PROB3;
datalines;
. Low 0.2 Fair 0.6 High 0.2
. Dry 0.5 Wet 0.3 Soaking 0.2
Dry No_Struct 0.6 Open_Struct 0.3 Closed_Struct 0.1
Wet No_Struct 0.3 Open_Struct 0.4 Closed_Struct 0.3
Soaking No_Struct 0.1 Open_Struct 0.4 Closed_Struct 0.5
;
/* -- PROC DTREE statements -- */
title "Oil Wildcatter's Problem";
proc dtree stagein=Dtoils2
probin=Dtoilp2
payoffs=Dtoilu1
nowarning
;
evaluate;
summary / target=Sounding;
summary / target=Drill;
save;
modify Seismic reward 0;
evaluate;
recall;
quit;
/* -- create the STAGEIN= data set -- */
data Dtoils4;
format _STNAME_ $12. _STTYPE_ $2. _OUTCOM_ $10.
_SUCCES_ $12.;
input _STNAME_ $ _STTYPE_ $ _OUTCOM_ $ _SUCCES_ $;
datalines;
Drill D Drill Cost
. . Not_Drill .
Cost C Low Oil_Deposit
. . High Oil_Deposit
Oil_Deposit C Dry .
. . Wet .
;
/* -- TreePlot with FORMCHAR -- */
title " ";
title2 "Decision Tree Showing the Effects of FORMCHAR";
proc dtree stagein=Dtoils4
nowarning
;
treeplot / formchar(1 2 3 5 8 9 11 13)='|-/*<\+='
lineprinter display=(LINK);
quit;
data Dtoils3;
format _STNAME_ $12. _STTYPE_ $2. _OUTCOM_ $10.
_REWARD_ dollar12.0 _SUCCES_ $12.;
input _STNAME_ $12. _STTYPE_ $4. _OUTCOM_ $12.
_REWARD_ dollar12.0 _SUCCES_ $12.;
datalines;
Drill D Drill . Cost
. . Not_drill . .
Cost C Low -$150,000 Oil_deposit
. . Fair -$300,000 Oil_deposit
. . High -$500,000 Oil_deposit
Oil_deposit C Dry . .
. . Wet $700,000 .
. . Soaking $1,200,000 .
;
/* -- create PAYOFFS= data set -- */
data Dtoilp3;
input _EVENT1 $ _PROB1 _EVENT2 $ _PROB2;
datalines;
Low 0.2 Dry 0.5
Fair 0.6 Wet 0.3
High 0.2 Soaking 0.2
;
/* -- PROC DTREE statements -- */
title "Oil Wildcatter's Problem";
proc dtree stagein=Dtoils3
probin=Dtoilp3
nowarning;
evaluate / summary;
move Cost before Drill;
evaluate / summary;
quit;
/* -- clear up -- */
title ;