I'm looking to improve my code efficiency by turning my code into arrays and loops. The data i'm working with starts off like this:
ID Mapping Asset Fixed Performing Payment 2017 Payment2018 Payment2019 Payment2020
1 Loan1 1 1 1 90 30 30 30
2 Loan1 1 1 0 80 20 40 20
3 Loan1 1 0 1 60 40 10 10
4 Loan1 1 0 0 120 60 30 30
5 Loan2 ... ... ... ... ... ... ...
So For each ID (essentially the data sorted by Mapping, Asset, Fixed and then Performing) I'm looking to build a profile for the Payment Scheme.
The Payment Vector for the first ID looks like this:
PaymentVector1 PaymentVector2 PaymentVector3 PaymentVector4
1 0.33 0.33 0.33
It is represented by the formula
PaymentVector(I)=Payment(I)/Payment(1)
The above is fine to create in an array, example code can be given if you wish.
Next, under the assumption that every payment made is replaced i.e. when 30 is paid in 2018, it must be replaced, and so on.
I'm looking to make a profile that shows the outflows (and for illustration, but not required in code, in brackets inflows) for the movement of the payments as such - For ID=1:
Payment2017 Payment2018 Payment2019 Payment2020
17 (+90) -30 -30 -30
18 N/A (+30) -10 -10
19 N/A N/A (+40) -13.3
20 N/A N/A N/A (+53.3)
so if you're looking forwards, the rows can be thought of what year it is and the columns representing what years are coming up.
Hence, in year 2019, looking at what is to be paid in 2017 and 2018 is N/A because those payments are in the past / cannot be paid now.
As for in year 2018, looking at what has to be paid in 2019, you have to pay one-third of the money you have now, so -10.
I've been working to turn this dataset row by row into the array but there surely has to be a quicker way using an array:
The Code I've used so far looks like:
Data Want;
Set Have;
Array Vintage(2017:2020) Vintage2017-Vintage2020;
Array PaymentSchedule(2017:2020) PaymentSchedule2017-PaymentSchedule2020;
Array PaymentVector(2017:2020) PaymentVector2017-PaymentVector2020;
Array PaymentVolume(2017:2020) PaymentVolume2017-PaymentVolume2020;
do i=1 to 4;
PaymentVector(i)=PaymentSchedule(i)/PaymentSchedule(1);
end;
I'll add code tomorrow... but the code doesn't work regardless.
data have;
input
ID Mapping $ Asset Fixed Performing Payment2017 Payment2018 Payment2019 Payment2020; datalines;
1 Loan1 1 1 1 90 30 30 30
2 Loan1 1 1 0 80 20 40 20
3 Loan1 1 0 1 60 40 10 10
4 Loan1 1 0 0 120 60 30 30
data want(keep=id payment: fraction:);
set have;
array p payment:;
array fraction(4); * track constant fraction determined at start of profile;
array out(4); * track outlay for ith iteration;
* compute constant (over iterations) fraction for row;
do i = dim(p) to 1 by -1;
fraction(i) = p(i) / p(1);
end;
* reset to missing to allow for sum statement, which is <variable> + <expression>;
call missing(of out(*));
out(1) = p(1);
do iter = 1 to 4;
p(iter) = out(iter);
do i = iter+1 to dim(p);
p(i) = -fraction(i) * p(iter);
out(i) + (-p(i)); * <--- compute next iteration outlay with ye olde sum statement ;
end;
output;
p(iter) = .;
end;
format fract: best4. payment: 7.2;
run;
You've indexed your arrays with 2017:2020 but then try and use them using the 1 to 4 index. That won't work, you need to be consistent.
Array PaymentSchedule(2017:2020) PaymentSchedule2017-PaymentSchedule2020;
Array PaymentVector(2017:2020) PaymentVector2017-PaymentVector2020;
do i=2017 to 2020;
PaymentVector(i)=PaymentSchedule(i)/PaymentSchedule(2017);
end;
Related
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
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;
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;
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
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
I have a dataset that looks like this:
data have;
input ID P1 P2 P3 P4;
datalines;
ID P1 P2 P3 P4
12 10 15 20 30
12 - 20 5 3
12 - - 25 33
12 - - - 30
19 10 15 20 30
19 - 10 17 30
19 - - 5 30
19 - - - 30
;
run;
I am trying to build in a variable called Year which then can be used to identify that the ID and P1-P4 is an array with each row representing a year. Such that the dataset would look like.
data want;
set have;
input ID P1 P2 P3 P4;
datalines;
ID P1 P2 P3 P4 Year
12 10 15 20 30 2017
12 - 20 5 3 2018
12 - - 25 33 2019
12 - - - 30 2020
19 10 15 20 30 2017
19 - 10 17 30 2018
19 - - 5 30 2019
19 - - - 30 2020
;
run;
I originally used to use this code:
Data Year;
do ID = 1 to 8;
do Year = 2017 to 2020;
output;
end;
end;
run;
data Final;
set have;
Merge Year;
run;
But now that I am working with a different dataset each time and I don't know the structure of the ID, I can't keep changing ID=1 to 8 to suit the dataset each time.
My question: Is there a way to do this through the dataset, possibly a count?
Count ID = 2017;
Year = count + 1;
There is no need to create a second data set that will be merged with the first.
You do need to make assumptions about the grouping in the have data set. The assumptions are the data is already sorted or arranged in a manner that allows a monotonic year value to be assigned to each sequential row in each group.
data want;
set have;
by id;
if first.id
then year = 2017; %* initial year for a group;
else year + 1; %* increment year for subsequent rows of a group;
run;
guys i have problem with one old SP which calculates total days late when the costumer is late with the payments of an instalment
it goes like this:
#total days paid# #1st inst days due# #2nd inst days due# #total days#
---------------------------------------------------------------------------
---------------------------------------------------------------------------
0 1 0 1
0 2 0 2
0 3 0 3
0 4 0 4
0 30 0 30
0 31 1 31
0 32 2 32
32 0 3 35
so the procedure calculates (total days paid) + max of the days due
0+32 =32
32+3 =35
etc
and makes mistakes whenever the costumer is latemore then 30 days
its should always increment by 1 and not overlap the calculations
can anyone think of a quick way to fix this without over writhing the whole thing
so you have an existing formula for calculating #total days#, if you can locate the final place where that is returned, it could be a formula or a field name, let's call that (...) because we don't know what it is here, you can change it to
(...) + CASE WHEN (...) >= 30 THEN 1 ELSE 0 END AS '#total days#'
Say I have a table of subtractions and divisions sorted by date:
tblFactors
dt sub divide
2014-07-01 1 1
2014-06-01 0 5
2014-05-01 2 1
2014-05-01 0 3
I have another table of values, sorted by date:
tblValues
dt val
2014-07-05 4
2014-06-15 5
2014-05-15 21
2014-04-14 31
2014-03-15 71
I need to perform some sequential calculations. For the first value in tblFactors, I need to subtract 1 from every val where tblValues.dt < '2014-07-01'.
Next, I need to process the second row in tblFactors. There is nothing to subtract. However, the divide = 5 means that I need to divide every val by 5 where tblValues.dt < '2014-06-01'. The tricky thing is that I need to do this on the modified val from the row before (divide 20 / 5, not 21 / 5).
Each row in tblFactors would process in this manner, giving a sequence like this:
tblFactors: Row 1 Row 2 Row 3 Row 4
Dt Original Val Subtract 1 Divide by 5 Subtract 2 Divide by 3
7/5/2014 4
6/15/2014 5 4
5/15/2014 21 20 4
4/14/2014 31 30 6 4
3/25/2014 71 70 14 12 4
This would leave me with:
qryValues
dt val
2014-07-05 4
2014-06-15 4
2014-05-15 4
2014-04-14 4
2014-03-15 4
Right now I'm doing vector multiplications over loops in R. I was wondering if there was a clever way to accomplish this in the native sql. I tried doing some aggregations but I've had limited success.
I have the following example dataset which consists of the # of fish caught per check of a net. The nets are not checked at uniform intervals. The day of the check is denoted in julian days as well as the number of days the net had been fishing since last checked (or since it's deployment in the case of the first check)
http://textuploader.com/9ybp
Site_Number Check_Day_Julian Set_Duration_Days Fish_Caught
2 5 3 100
2 10 5 70
2 12 2 65
2 15 3 22
100 4 3 45
100 10 6 20
100 18 8 8
450 10 10 10
450 14 4 4
In any case, I would like to turn the raw data above into the following format:
http://textuploader.com/9y3t
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18
2 0 0 100 100 100 70 70 70 70 70 65 65 22 22 22 0 0 0
100 0 45 45 45 20 20 20 20 20 20 8 8 8 8 8 8 8 8
450 10 10 10 10 10 10 10 10 10 10 4 4 4 4 0 0 0 0
This is a matrix which assigns the # of fish caught during the period to EACH of the days that were within that period. The columns of the matrix are Julian days, the rows are site numbers.
I have tried to do this with some matrix functions but I have had much difficulty trying to populate all the fields that are within the time period, but I do not necessarily have a row of data for?
I had posted my small bit of code here, but upon reflection, my approach is quite archaic and a bit off point. Can anyone suggest a method to convert the data into the matrix provided? I've been scratching my head and googling all day but now I am stumped.
Cheers,
C
Two answers, the second one is faster but a bit low level.
Solution #1:
library(IRanges)
with(d, {
ir <- IRanges(end=Check_Day_Julian, width=Set_Duration_Days)
cov <- coverage(split(ir, Site_Number),
weight=split(Fish_Caught, Site_Number),
width=max(end(ir)))
do.call(rbind, lapply(cov, as.vector))
})
Solution #2:
with(d, {
ir <- IRanges(end=Check_Day_Julian, width=Set_Duration_Days)
site <- factor(Site_Number, unique(Site_Number))
m <- matrix(0, length(levels(site)), max(end(ir)))
ind <- cbind(rep(site, width(ir)), as.integer(ir))
m[ind] <- rep(Fish_Caught, width(ir))
m
})
I don't see a super obvious matrix transformation here. This is all i've got assuming the raw data is in a data.frame called dd
dd$Site_Number<-factor(dd$Site_Number)
mm<-matrix(0, nrow=nlevels(dd$Site_Number), ncol=18)
for(i in 1:nrow(dd)) {
mm[as.numeric(dd[i,1]), (dd[i,2]-dd[i,3]):dd[i,2] ] <- dd[i,4]
}
mm