sum values across any 365 day period - arrays

Question

I've got a dataset that has id, start date and a claim value (in dollars) in each row - most ids have more than one row - some span over 50 rows. The earliest date for each ID/claim varies, and the claim values are mostly different.
I'd like to do a rolling sum of the value of IDs that have claims within 365 days of each other, to report each ID that has claims that have exceeded a limiting value across each period. So for an ID that had a claim date on 1 January, I'd sum all claims to 31 December (inclusive). Most IDs have several years of data so for the example above, I'd also need to check that if they had a claim on 1 May that they hadn't exceeded the limit by 30 April the following year and so on. I normally see this referred to as a 'rolling sum'. My site has many SAS products including base, stat, ets, and others.
I'm currently testing code on a small mock dataet and so far I've converted a thin file to a fat file with one column for each claim value and each date of the claim. The mock dataset is similar to the client dataset that I'll be using. Here's what I've done so far (noting that the mock data uses days rather than dates - I'm not at the stage where I want to test on real data yet).
data original_data;
input ppt $1. day claim;
datalines;
a 1 7
a 2 12
a 4 12
a 6 18
a 7 11
a 8 10
a 9 14
a 10 17
b 1 27
b 2 12
b 3 14
b 4 12
b 6 18
b 7 11
b 8 10
b 9 14
b 10 17
c 4 2
c 6 4
c 8 8
;
run;
proc sql;
create table ppt_counts as
select ppt, count(*) as ppts
from work.original_data
group by ppt;
select cats('value_', max(ppts) ) into :cats
from work.ppt_counts;
select cats('dates_',max(ppts)) into :cnts
from work.ppt_counts;
quit;
%put &cats;
%put &cnts;
data flipped;
set original_data;
by ppt;
array vars(*) value_1 -&cats.;
array dates(*) dates_1 - &cnts.;
array m_vars value_1 - &cats.;
array m_dates dates_1 - &cnts.;
if first.ppt then do;
i=1;
do over m_vars;
m_vars="";
end;
do over m_dates;
m_dates="";
end;
end;
if first.ppt then do:
i=1;
vars(i) = claim;
dates(i)=day;
if last.ppt then output;
i+1;
retain value_1 - &cats dates_1 - &cnts. 0.;
run;
data output;
set work.flipped;
max_date =max(of dates_1 - &cnts.);
max_value =max(of value_1 - &cats.);
run;
This doesn't give me even close to what I need - not sure how to structure code to make this correct.
What I need to end up with is one row per time that an ID exceeds the yearly limit of claim value (say in the mock data if a claim exceeds 75 across a seven day period), and to include the sum of the claims. So it's likely that there may be multiple lines per ID and the claims from one row may also be included in the claims for the same ID on another row.
type of output:
ID sum of claims
a $85
a $90
b $80
On separate rows.
Any help appreciated.
Thanks

Answer 1

If you need to perform a rolling sum, you can do this with proc expand. The code below will perform a rolling sum of 5 days for each group. First, expand your data to fill in any missing gaps:
proc expand data = original_data
out = original_data_expanded
from = day;
by ppt;
id day;
convert claim / method=none;
run;
Any days with gaps will have missing value of claim. Now we can calculate a moving sum and ignore those missing days when performing the moving sum:
proc expand data = original_data
out = want(where=(NOT missing(claim)));
by ppt;
id day;
convert claim = rolling_sum / transform=(movsum 5) method=none;
run;
Output:
ppt day rolling_sum claim
a 1 7 7
a 2 19 12
a 4 31 12
a 6 42 18
a 7 41 11
...
b 9 53 14
b 10 70 17
c 4 2 2
c 6 6 4
c 8 14 8
The reason we use two proc expand statements is because the rolling sum is calculated before the days are expanded. We need the rolling sum to occur after the expansion. You can test this by running the above code all in a single statement:
/* Performs moving sum, then expands */
proc expand data = original_data
out = test
from = day;
by ppt;
id day;
convert claim = rolling_sum / transform=(movsum 5) method=none;
run;

Answer 2

Use a SQL self join with the dates being within 365 days of itself. This is time/resource intensive if you have a very large data set.
Assuming you have a date variable, the intnx is probably the better way to calculate the date interval than 365 depending on how you want to account for leap years.
If you have a claim id to group on, that would also be better than using the group by clause in this example.
data have;
input ppt $1. day claim;
datalines;
a 1 7
a 2 12
a 4 12
a 6 18
a 7 11
a 8 10
a 9 14
a 10 17
b 1 27
b 2 12
b 3 14
b 4 12
b 6 18
b 7 11
b 8 10
b 9 14
b 10 17
c 4 2
c 6 4
c 8 8
;
run;
proc sql;
create table want as
select a.*, sum(b.claim) as total_claim
from have as a
left join have as b
on a.ppt=b.ppt and
b.day between a.day and a.day+365
group by 1, 2, 3;
/*b.day between a.day and intnx('year', a.day, 1, 's')*/;
quit;

Answer 3

Assuming that you have only one claim per day you could just use a circular array to keep track of the pervious N days of claims to generate the rolling sum. By circular array I mean one where the indexes wrap around back to the beginning when you increment past the end. You can use the MOD() function to convert any integer into an index into the array.
Then to get the running sum just add all of the elements in the array.
Add an extra DO loop to zero out the days skipped when there are days with no claims.
%let N=5;
data want;
set original_data;
by ppt ;
array claims[0:%eval(&n-1)] _temporary_;
lagday=lag(day);
if first.ppt then call missing(of lagday claims[*]);
do index=max(sum(lagday,1),day-&n+1) to day-1;
claims[mod(index,&n)]=0;
end;
claims[mod(day,&n)]=claim;
running_sum=sum(of claims[*]);
drop index lagday ;
run;
Results:
running_
OBS ppt day claim sum
1 a 1 7 7
2 a 2 12 19
3 a 4 12 31
4 a 6 18 42
5 a 7 11 41
6 a 8 10 51
7 a 9 14 53
8 a 10 17 70
9 b 1 27 27
10 b 2 12 39
11 b 3 14 53
12 b 4 12 65
13 b 6 18 56
14 b 7 11 55
15 b 8 10 51
16 b 9 14 53
17 b 10 17 70
18 c 4 2 2
19 c 6 4 6
20 c 8 8 14

Answer 4

Working in a known domain of date integers, you can use a single large array to store the claims at each date and slice out the 365 days to be summed. The bookkeeping needed for the modular approach is not needed.
Example:
data have;
call streaminit(20230202);
do id = 1 to 10;
do date = '01jan2012'd to '02feb2023'd;
date + rand('integer', 25);
claim = rand('integer', 5, 100);
output;
end;
end;
format date yymmdd10.;
run;
options fullstimer;
data want;
set have;
by id;
array claims(100000) _temporary_;
array slice (365) _temporary_;
if first.id then call missing(of claims(*));
claims(date) = claim;
call pokelong(
peekclong(
addrlong (claims(date-365))
, 8*365)
,
addrlong(slice(1))
);
rolling_sum_365 = sum(of slice(*));
if dif1(claim) < 365 then
claims_out_365 = lag(claim) - dif1(rolling_sum_365);
if first.id then claims_out_365 = .;
run;
Note: SAS Date 100,000 is 16OCT2233