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Problem Note 53359: Fitting IBL frequency models with IBL KRIs generates the message "ERROR: The result is too large to store in function 'pgfNEGBIN'"

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In SAS® OpRisk VaR, when you are fitting IBL frequency models with IBL KRIs, errors like those shown below can occur:

ERROR: An illegal argument is used in the function call in function 'COS' in statement number 20 '
at line 23 column 101. 
ERROR: An illegal argument is used in the function call in function 'SIN' in statement number 21
at line 24 column 101.
ERROR: The result is too large to store in function 'pgfNEGBIN' in statement number 20 at line 23
column 101.
ERROR: The result is too large to store in function 'pgfderNEGBIN' in statement number 19 at line
22 column 37.

There is no workaround.

Click the Hot Fix tab in this note to access the hot fix for this issue.



Operating System and Release Information

Product FamilyProductSystemProduct ReleaseSAS Release
ReportedFixed*ReportedFixed*
SAS SystemSAS OpRisk VaRMicrosoft® Windows® for x645.16.19.3 TS1M29.4 TS1M0
Microsoft Windows 8 Enterprise 32-bit5.19.3 TS1M2
Microsoft Windows 8 Enterprise x645.16.19.3 TS1M29.4 TS1M0
Microsoft Windows 8 Pro 32-bit5.19.3 TS1M2
Microsoft Windows 8 Pro x645.16.19.3 TS1M29.4 TS1M0
Microsoft Windows 8.1 Enterprise 32-bit5.16.19.3 TS1M29.4 TS1M0
Microsoft Windows 8.1 Enterprise x645.16.19.3 TS1M29.4 TS1M0
Microsoft Windows 8.1 Pro5.16.19.3 TS1M29.4 TS1M0
Microsoft Windows 8.1 Pro 32-bit5.16.19.3 TS1M29.4 TS1M0
Microsoft Windows Server 2003 Datacenter Edition5.19.3 TS1M2
Microsoft Windows Server 2003 Enterprise Edition5.19.3 TS1M2
Microsoft Windows Server 2003 Standard Edition5.19.3 TS1M2
Microsoft Windows Server 2003 for x645.19.3 TS1M2
Microsoft Windows Server 20085.19.3 TS1M2
Microsoft Windows Server 2008 R25.16.19.3 TS1M29.4 TS1M0
Microsoft Windows Server 2008 for x645.16.19.3 TS1M29.4 TS1M0
Microsoft Windows Server 2012 Datacenter5.16.19.3 TS1M29.4 TS1M0
Microsoft Windows Server 2012 R2 Datacenter5.16.19.3 TS1M29.4 TS1M0
Microsoft Windows Server 2012 R2 Std5.16.19.3 TS1M29.4 TS1M0
Microsoft Windows Server 2012 Std5.16.19.3 TS1M29.4 TS1M0
Microsoft Windows XP Professional5.19.3 TS1M2
Windows 7 Enterprise 32 bit5.19.3 TS1M2
Windows 7 Enterprise x645.16.19.3 TS1M29.4 TS1M0
Windows 7 Home Premium 32 bit5.19.3 TS1M2
Windows 7 Home Premium x645.19.3 TS1M2
Windows 7 Professional 32 bit5.19.3 TS1M2
Windows 7 Professional x645.16.19.3 TS1M29.4 TS1M0
Windows 7 Ultimate 32 bit5.19.3 TS1M2
Windows 7 Ultimate x645.19.3 TS1M2
Windows Vista5.19.3 TS1M2
Windows Vista for x645.19.3 TS1M2
64-bit Enabled AIX5.16.19.3 TS1M29.4 TS1M0
64-bit Enabled HP-UX5.16.19.3 TS1M29.4 TS1M0
64-bit Enabled Solaris5.16.19.3 TS1M29.4 TS1M0
HP-UX IPF5.16.19.3 TS1M29.4 TS1M0
Linux5.16.19.3 TS1M29.4 TS1M0
Linux for x645.16.19.3 TS1M29.4 TS1M0
Solaris for x645.16.19.3 TS1M29.4 TS1M0
* For software releases that are not yet generally available, the Fixed Release is the software release in which the problem is planned to be fixed.