Problem Note 9079: Missing simulated risk factor values result in incorrect information
measure and ERROR: Floating Point Overflow
When a scenario or historical simulation results in unadjusted missing
values for the simulation replications, and when the optional SIMRFIM
output is requested, some SIMRFIM output will be incorrect and the
following error may appear in the SAS log:
ERROR: Floating Point Overflow
In particular, when missing simulation replications are unadjusted, the
information measure in the SIMRFIM output will be incorrect for any
simulated risk factor for which some of the simulated risk factor
replications are missing. Furthermore, if the information measure for
one or more risk factors is incorrect, then the ranking in the SIMRFIM
output may also be incorrect. Finally, if at least 20 percent of the
unadjusted simulated risk factor replications are missing when the
SIMRFIM output is requested, then in addition to the incorrect SIMRFIM
output, the floating point overflow will also occur.
Note that in releases prior to 3.3, missing simulation replications are
always unadjusted. In Release 3.3, missing simulation replications are
unadjusted only when the ADJUSTMIS=NONE option is specified.
There is no known circumvention for this problem.
A Technical Support hot fix for Release 8.2 TSLEVEL TS2M0 for this
issue is available at:
http://www.sas.com/techsup/download/hotfix/82_sbcs_prod_list.html#009079
Operating System and Release Information
| SAS System | SAS Risk Dimensions Enterprise Edition | 64-bit Enabled HP-UX | 3.3 | | | |
| HP-UX | 3.3 | | | |
| 64-bit Enabled Solaris | 3.3 | | | |
| Solaris | 3.3 | | | |
| Microsoft Windows 2000 Advanced Server | 3.3 | 4.1 | | 9.1 TS1M0 |
| Microsoft Windows NT Workstation | 3.2 | 4.1 | | 9.1 TS1M0 |
| Microsoft Windows 95/98 | 3.3 | | | |
| Windows Millennium Edition (Me) | 3.3 | | | |
| Microsoft Windows 2000 Datacenter Server | 3.3 | 4.1 | | 9.1 TS1M0 |
| Microsoft Windows 2000 Professional | 3.3 | 4.1 | | 9.1 TS1M0 |
| Microsoft Windows 2000 Server | 3.3 | 4.1 | | 9.1 TS1M0 |
| 64-bit Enabled AIX | 3.3 | 4.1 | | 9.1 TS1M0 |
| Tru64 UNIX | 3.3 | 4.1 | | 9.1 TS1M0 |
| AIX | 3.2 | 4.1 | | 9.1 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.
| Type: | Problem Note |
| Priority: | alert |
| Date Modified: | 2003-01-06 09:09:46 |
| Date Created: | 2002-12-17 10:06:06 |
