HPCDM Procedure
Functional Summary
Table 1 summarizes the statements and options available in the HPCDM procedure.
Table 1: PROC HPCDM Functional Summary
| Description | Statement | Option |
|---|---|---|
| Statements | ||
| Specifies the names of severity distribution models | SEVERITYMODEL | |
| Specifies externally simulated count data | EXTERNALCOUNTS | |
| Specifies where and how the full simulated samples are written | OUTPUT | |
| Specifies where and how the summary statistics of simulated samples are written | OUTSUM | |
| Specifies performance options | PERFORMANCE | |
| Specifies programming statements that define an objective function | Programming statements | |
| Data Set Options | ||
| Specifies the input data set | PROC HPCDM | DATA= |
| Specifies the output data set for the full simulated samples | OUTPUT | OUT= |
| Specifies the output data set for the summary statistics | OUTSUM | OUT= |
| Model Input Options | ||
| Specifies the variable that contains externally simulated counts | EXTERNALCOUNTS | COUNT= |
| Specifies the item store that contains the frequency (count) model | PROC HPCDM | COUNTSTORE= |
| Specifies the replicate identifier variable for external counts | EXTERNALCOUNTS | ID= |
| Specifies the input data set for parameter estimates of the severity models | PROC HPCDM | SEVERITYEST= |
| Specifies the item store for parameter estimates of the severity models | PROC HPCDM | SEVERITYSTORE= |
| Simulation Options | ||
| Specifies the adjusted severity symbol in the programming statements | PROC HPCDM | ADJUSTEDSEVERITY= |
| Specifies the upper limit on the count for each sample point | PROC HPCDM | MAXCOUNTDRAW= |
| Specifies the number of parameter-perturbed samples to be simulated | PROC HPCDM | NPERTURBEDSAMPLES= |
| Specifies a number that controls the size of the simulated sample | PROC HPCDM | NREPLICATES= |
| Specifies the parameter perturbation method | PROC HPCDM | PERTURBMETHOD= |
| Specifies a seed for the internal pseudorandom number generator | PROC HPCDM | SEED= |
| Output Preparation Options | ||
| Specifies the variable for the aggregate adjusted loss sample | OUTPUT | ADJSAMPLEVAR= |
| Specifies the method to compute the percentiles | PROC HPCDM | PCTLDEF= |
| Specifies the names of the variables for percentiles | OUTSUM | PCTLNAME= |
| Specifies the decimal precision to form default percentile variable names | OUTSUM | PCTLNDEC= |
| Specifies percentiles to compute and report | OUTSUM | PCTLPTS= |
| Specifies that all perturbed samples be written to the OUT= data set | OUTPUT | PERTURBOUT |
| Specifies the variable for the aggregate loss sample | OUTPUT | SAMPLEVAR= |
| Specifies the denominator for computing second- and higher-order moments | PROC HPCDM | VARDEF= |
| Displayed Output and Plotting Options | ||
| Suppresses all displayed and graphical output | PROC HPCDM | NOPRINT |
| Specifies which graphical output to prepare | PROC HPCDM | PLOTS= |
| Specifies which displayed output to prepare | PROC HPCDM | PRINT= |
Last updated: June 19, 2025