Loop over year data - sas

I have the following issue. I want to calculate value for each month in the the data containing all year. but I do not really want to export all month to the separate tables.
Is there any way to make it work with for loop or any other one?
data BD.data2017r;
retain Open;
retain Close;
set BD.data2017 end=eof curobs=observ1;
if observ1 = 1 then do;
Open = Close;
end;
if eof then do;
Close = Close;
end;
absout = Close - Open;
relative = (Close - Open)/Open;
run;

A do until loop can process a by-group and maintain marker values without a need for retaining variables or explicit output:
data have;
do date = '01jan2015'd to '31dec2016'd;
month = intnx('month',date,0);
close + 1;
output;
end;
format date yymmdd10. month yymmd7.;
run;
data want;
do until (last.month);
set have;
by month;
if first.month then open = close;
end;
range = close - open;
relative = range / open;
keep month open close range relative;
run;
A non-do loop approach that does the same would need to retain the open value and requires an explicit output statement.
data want2;
set have;
by month;
retain open;
if first.month then
open = close;
if last.month then do;
range = close - open;
relative = range / open;
OUTPUT;
end;
keep month open close range relative;
run;

Assuming the data is sorted by date you can use BY-group processing (by month_var), with first.month_var and last.month_var as the markers indicating the the start and end of each BY-group (i.e. month).
You'll also need to explicitly output; one row for each month in the if last.month_var block.

Related

Aggregating multiple observations depending on validity ranges

I am facing a problem regarding the concatenation of multiple observations depending on validity ranges. The function I am trying to reproduce is similar to the Listagg() function in Oracle but I want to use it with regards to validity ranges.
Here is a reproducible minimal dataset:
data have;
infile datalines4 delimiter=",";
input id var $ value $ start:datetime20. end:datetime20.;
format start end datetime20.;
datalines4;
1,NAME,AAA,01JAN2014:00:00:00,31DEC2020:00:00:00
1,MEMBER,Y,01JAN2014:00:00:00,31DEC9999:00:00:00
2,NAME,BBB,01JAN2014:00:00:00,31DEC9999:00:00:00
2,MEMBER,Y,01JAN2014:00:00:00,31DEC2016:00:00:00
2,MEMBER,N,01JAN2017:00:00:00,31DEC2019:00:00:00
3,NAME,CCC,01JAN2014:00:00:00,31DEC9999:00:00:00
3,MEMBER,Y,01JAN2014:00:00:00,31DEC2017:00:00:00
3,MEMBER,N,01JAN2014:00:00:00,31DEC2017:00:00:00
4,NAME,DDD,01JAN2014:00:00:00,31DEC9999:00:00:00
4,MEMBER,Y,01JAN2014:00:00:00,31DEC2017:00:00:00
4,MEMBER,N,10JAN2016:00:00:00,31DEC2019:00:00:00
5,NAME,EEE,01JAN2014:00:00:00,31DEC9999:00:00:00
5,MEMBER,Y,01JAN2014:00:00:00,31DEC2017:00:00:00
5,MEMBER,N,01JAN2014:00:00:00,31DEC2017:00:00:00
5,MEMBER,Y,01JAN2019:00:00:00,31DEC2019:00:00:00
5,MEMBER,N,01JAN2019:00:00:00,31DEC2019:00:00:00
;;;;
run;
                            
What I would like to do is to concatenate the value variable for each group of var inside an id.
However, there a multiple types of cases:
If there is only one value for a given var inside an id, don't do anything (e.g. case of id=1 in my example)
If validity ranges are consecutive, output every value of var inside an id (e.g. case of id=2)
If validity ranges are the same for the same var inside an id, concatenate them altogether (e.g. case of id=3)
If validity ranges are overlapping, the range that shares the two value of var are concatenated with the corresponding validity range (e.g. case of id=4)
If there are multiple validity ranges that are non consecutive for the same value in var inside an id, concatenate each that shares the same validity ranges (e.g. case of id=5)
Here is the desired result:
                            
Following #Kiran's answer on how to do Listagg function in SAS and #Joe's answer on List Aggregation and Group Concatenation in SAS Proc SQL, I tried to use the CATX function.
This is my attempt:
proc sort data=have;
by id var start;
run;
data staging1;
set have;
by id var start;
if first.var then group_number+1;
run;
/* Simulate LEAD() function in SAS */
data staging2;
merge staging1 staging1(firstobs = 2
keep=group_number start end
rename=(start=lead_start end=lead_end group_number=nextgrp));
if group_number ne nextgrp then do;
lead_start = .;
lead_end = .;
end;
drop nextgrp;
format lag_: datetime20.;
run;
proc sort data=staging2;
by id var group_number start;
run;
data want;
retain _temp;
set staging2;
by id var group_number;
/* Only one obs for a given variable, output directly */
if first.group_number = 1 and last.group_number = 1 then
output;
else if first.group_number = 1 and last.group_number = 0 then
do;
if lead_start ne . and lead_end ne .
and ((lead_start < end) or (lead_end < start)) then
do;
if (lead_start = start) or (lead_end = end) then
do;
retain _temp;
_temp = value;
end;
if (lead_start ne start) or (lead_end ne end) then
do;
_temp = value;
end = intnx('dtday',lead_start,-1);
output;
end;
end;
else if lead_start ne . and lead_end ne . and intnx('dtday', end, 1) = lead_start then
do;
_temp = value;
output;
end;
else output;
end;
else if first.group_number = 0 and last.group_number = 1 then
do;
/* Concatenate preceded retained value */
value = catx(";",_temp, value);
output;
call missing(_temp);
end;
else output;
drop _temp lead_start lead_end group_number;
run;
My attempt did not solve all the problems. Only the cases of id=1 and id=3 were correctly output. I am starting to think that the use of first. and last. as well as the simulated LEAD() function might not be the most optimal one and that there is a probably a better way to do this.
Result of my attempt:
                            
Desired results in data:
data want;
infile datalines4 delimiter=",";
input id var $ value $ start:datetime20. end:datetime20.;
format start end datetime20.;
datalines4;
1,NAME,AAA,01JAN2014:00:00:00,31DEC2020:00:00:00
1,MEMBER,Y,01JAN2014:00:00:00,31DEC9999:00:00:00
2,NAME,BBB,01JAN2014:00:00:00,31DEC9999:00:00:00
2,MEMBER,Y,01JAN2014:00:00:00,31DEC2016:00:00:00
2,MEMBER,N,01JAN2017:00:00:00,31DEC2019:00:00:00
3,NAME,CCC,01JAN2014:00:00:00,31DEC9999:00:00:00
3,MEMBER,Y;N,01JAN2014:00:00:00,31DEC2017:00:00:00
4,NAME,DDD,01JAN2014:00:00:00,31DEC9999:00:00:00
4,MEMBER,Y,01JAN2014:00:00:00,09JAN2016:00:00:00
4,MEMBER,Y;N,10JAN2016:00:00:00,31DEC2017:00:00:00
4,MEMBER,N,01JAN2018:00:00:00,31DEC2019:00:00:00
5,NAME,EEE,01JAN2014:00:00:00,31DEC9999:00:00:00
5,MEMBER,Y;N,01JAN2014:00:00:00,31DEC2017:00:00:00
5,MEMBER,Y;N,01JAN2019:00:00:00,31DEC2019:00:00:00
;;;;
run;
It's pretty hard to do this in raw SQL, without built in windowing functions; data step SAS will have some better solutions.
Some of this depends on your data size. One example, below, does exactly what you ask for, but it probably will be impractical with your real data. Some of that is the 31DEC9999 dates - that makes for a lot of data - but even without that, this has thousands of rows per person, so if you have a million people or something this will get rather large. But, it might still be the best solution, depending on what you need - it does give you the absolute best control.
* First, expand the dataset to one row per day/value. (Hopefully you do not need the datetime - just the date.)
data daily;
set have;
do datevar = datepart(start) to datepart(end);
output;
end;
format datevar date9.;
drop start end;
run;
proc sort data=daily;
by id var datevar value;
run;
*Now, merge together the rows to one row per day - so days with multiple values will get merged into one.;
data merging;
set daily;
by id var datevar;
retain merge_value;
if (first.datevar and last.datevar) then output;
else do;
if first.datevar then merge_value = value;
else merge_value = catx(',',merge_value,value);
if last.datevar then do;
value = merge_value;
output;
end;
end;
keep id var datevar value;
run;
proc sort data=merging;
by id var value datevar;
run;
*Now, re-condense;
data want;
set merging;
by id var value datevar;
retain start end;
last_datevar = lag(datevar);
if first.value then do;
start = datevar;
end = .;
end;
else if last_datevar ne (datevar - 1) then do;
end = last_datevar;
output;
start = datevar;
end = .;
end;
if last.value then do;
end = datevar;
output;
end;
format start end date9.;
run;
I do not necessarily recommend doing this - it's provided for completeness, and in case it turns out it's the only way to do what you do.
Easier, most likely, is to condense using the data step using an event level dataset, where 'start' and 'end' are events. Here's an example that does what you require; it translates the original dataset to only 2 rows per original row, and then uses logic to decide what should happen for each event. This is pretty messy, so you'd want to clean it up for production, but the idea should work.
* First, make event level dataset so we can process the start and end separately;
data events;
set have;
type = 'Start';
dt_event = start;
output;
type = 'End';
dt_event = end;
output;
drop start end;
format dt_event datetime.;
run;
proc sort data=events;
by id var dt_event value;
run;
*Now, for each event, a different action is taken. Starts and Ends have different implications, and do different things based on those.;
data want;
set events(rename=value=in_value);
by id var dt_event;
retain start end value orig_value;
format value new_value $8.;
* First row per var is easy, just start it off with a START;
if first.var then do;
start = dt_event;
value = in_value;
end;
else do; *Now is the harder part;
* For ENDs, we want to remove the current VALUE from the concatenated VALUE string, always, and then if it is the last row for that dt_event, we want to output a new record;
if type='End' then do;
*remove the current (in_)value;
if first.dt_event then orig_value = value;
do _i = 1 to countw(value,',');
if scan(orig_value,_i,',') ne in_value then new_value = catx(',',new_value,scan(orig_value,_i,','));
end;
orig_value = new_value;
if last.dt_event then do;
end = dt_event;
output;
start = dt_event + 86400;
value = new_value;
orig_value = ' ';
end;
end;
else do;
* For START, we want to be more careful about outputting, as this will output lots of unwanted rows if we do not take care;
end = dt_event - 86400;
if start < end and not missing(value) then output;
value = catx(',',value,in_value);
start = dt_event;
end = .;
end;
end;
format start end datetime21.;
keep id var value start end;
run;
Last, I'll leave you with this: you probably work in insurance, pharma, or banking, and either way this is a VERY solved problem - it's done a lot (this sort of windowing). You shouldn't really be writing new code here for the most part - first look in your company, and then if not, look for papers in either PharmaSUG or FinSUG or one of the other SAS user groups, where they talk about this. There's probably several dozen implementations of code that does this already published.

How can I extract the unique values of a variable and their counts in SAS

Suppose I have these data read into SAS:
I would like to list each unique name and the number of months it appeared in the data above to give a data set like this:
I have looked into PROC FREQ, but I think I need to do this in a DATA step, because I would like to be able to create other variables within the new data set and otherwise be able to manipulate the new data.
Data step:
proc sort data=have;
by name month;
run;
data want;
set have;
by name month;
m=month(lag(month));
if first.id then months=1;
else if month(date)^=m then months+1;
if last.id then output;
keep name months;
run;
Pro Sql:
proc sql;
select distinct name,count(distinct(month(month))) as months from have group by name;
quit;
While it's possible to do this in a data step, you wouldn't; you'd use proc freq or similar. Almost every PROC can give you an output dataset (rather than just print to the screen).
PROC FREQ data=sashelp.class;
tables age/out=age_counts noprint;
run;
Then you can use this output dataset (age_counts) as a SET input to another data step to perform your further calculations.
You can also use proc sql to group the variable and count how many are in that group. It might be faster than proc freq depending on how large your data is.
proc sql noprint;
create table counts as
select AGE, count(*) as AGE_CT from sashelp.class
group by AGE;
quit;
If you want to do it in a data step, you can use a Hash Object to hold the counted values:
data have;
do i=1 to 100;
do V = 'a', 'b', 'c';
output;
end;
end;
run;
data _null_;
set have end=last;
if _n_ = 1 then do;
declare hash cnt();
rc = cnt.definekey('v');
rc = cnt.definedata('v','v_cnt');
rc = cnt.definedone();
call missing(v_cnt);
end;
rc = cnt.find();
if rc then do;
v_cnt = 1;
cnt.add();
end;
else do;
v_cnt = v_cnt + 1;
cnt.replace();
end;
if last then
rc = cnt.output(dataset: "want");
run;
This is very efficient as it is a single loop over the data. The WANT data set contains the key and count values.

Use SAS proc expand for filling missing values

I have the following problem:
I want to fill missing values with proc expand be simply taking the value from the next data row.
My data looks like this:
date;index;
29.Jun09;-1693
30.Jun09;-1692
01.Jul09;-1691
02.Jul09;-1690
03.Jul09;-1689
04.Jul09;.
05.Jul09;.
06.Jul09;-1688
07.Jul09;-1687
08.Jul09;-1686
09.Jul09;-1685
10.Jul09;-1684
11.Jul09;.
12.Jul09;.
13.Jul09;-1683
As you can see for some dates the index is missing. I want to achieve the following:
date;index;
29.Jun09;-1693
30.Jun09;-1692
01.Jul09;-1691
02.Jul09;-1690
03.Jul09;-1689
04.Jul09;-1688
05.Jul09;-1688
06.Jul09;-1688
07.Jul09;-1687
08.Jul09;-1686
09.Jul09;-1685
10.Jul09;-1684
11.Jul09;-1683
12.Jul09;-1683
13.Jul09;-1683
As you can see the values for the missing data where taken from the next row (11.Jul09 and 12Jul09 got the value from 13Jul09)
So proc expand seems to be the right approach and i started using this code:
PROC EXPAND DATA=DUMMY
OUT=WORK.DUMMY_TS
FROM = DAY
ALIGN = BEGINNING
METHOD = STEP
OBSERVED = (BEGINNING, BEGINNING);
ID date;
CONVERT index /;
RUN;
QUIT;
This filled the gaps but from the previous row and whatever I set for ALIGN, OBSERVED or even sorting the data descending I do not achieve the behavior I want.
If you know how to make it right it would be great if you could give me a hint. Good papers on proc expand are apprechiated as well.
Thanks for your help and kind regards
Stephan
I don't know about proc expand. But apparently this can be done with a few steps.
Read the dataset and create a new variable that will get the value of n.
data have;
set have;
pos = _n_;
run;
Sort this dataset by this new variable, in descending order.
proc sort data=have;
by descending pos;
run;
Use Lag or retain to fill the missing values from the "next" row (After sorting, the order will be reversed).
data want;
set have (rename=(index=index_old));
retain index;
if not missing(index_old) then index = index_old;
run;
Sort back if needed.
proc sort data=want;
by pos;
run;
I'm no PROC EXPAND expert but this is what I came up with. Create LEADS for the maximum gap run (2) then coalesce them into INDEX.
data index;
infile cards dsd dlm=';';
input date:date11. index;
format date date11.;
cards4;
29.Jun09;-1693
30.Jun09;-1692
01.Jul09;-1691
02.Jul09;-1690
03.Jul09;-1689
04.Jul09;.
05.Jul09;.
06.Jul09;-1688
07.Jul09;-1687
08.Jul09;-1686
09.Jul09;-1685
10.Jul09;-1684
11.Jul09;.
12.Jul09;.
13.Jul09;-1683
;;;;
run;
proc print;
run;
PROC EXPAND DATA=index OUT=index2 method=none;
ID date;
convert index=lead1 / transform=(lead 1);
CONVERT index=lead2 / transform=(lead 2);
RUN;
QUIT;
proc print;
run;
data index3;
set index2;
pocb = coalesce(index,lead1,lead2);
run;
proc print;
run;
Modified to work for any reasonable gap size.
data index;
infile cards dsd dlm=';';
input date:date11. index;
format date date11.;
cards4;
27.Jun09;
28.Jun09;
29.Jun09;-1693
30.Jun09;-1692
01.Jul09;-1691
02.Jul09;-1690
03.Jul09;-1689
04.Jul09;.
05.Jul09;.
06.Jul09;-1688
07.Jul09;-1687
08.Jul09;-1686
09.Jul09;-1685
10.Jul09;-1684
11.Jul09;.
12.Jul09;.
13.Jul09;-1683
14.Jul09;
15.Jul09;
16.Jul09;
17.Jul09;-1694
;;;;
run;
proc print;
run;
/* find the largest gap */
data gapsize(keep=n);
set index;
by index notsorted;
if missing(index) then do;
if first.index then n=0;
n+1;
if last.index then output;
end;
run;
proc summary data=gapsize;
output out=maxgap(drop=_:) max(n)=maxgap;
run;
/* Gen the convert statement for LEADs */
filename FT67F001 temp;
data _null_;
file FT67F001;
set maxgap;
do i = 1 to maxgap;
put 'Convert index=lead' i ' / transform=(lead ' i ');';
end;
stop;
run;
proc expand data=index out=index2 method=none;
id date;
%inc ft67f001;
run;
quit;
data index3;
set index2;
pocb = coalesce(index,of lead:);
drop lead:;
run;
proc print;
run;

Indicator variable for maximum value by groups

Is there any more elegant way than that presented below for the following task:
to create Indicator Variables (below "MAX_X1" and "MAX_X2") whithin each group (below "key1") of multiple observation (below "key2") with value 1 if this observation corresponds to the maximum value of the variable in eache group and 0 otherwise
data have;
call streaminit(4321);
do key1=1 to 10;
do key2=1 to 5;
do x1=rand("uniform");
x2=rand("Normal");
output;
end;
end;
end;
run;
proc means data=have noprint;
by key1;
var x1 x2;
output out=max
max= / autoname;
run;
data want;
merge have max;
by key1;
drop _:;
run;
proc sql;
title "MAX";
select name into :MAXvars separated by ' '
from dictionary.columns
WHERE LIBNAME="WORK" AND MEMNAME="WANT" AND NAME like "%_Max"
order by name;
quit;
title;
data want; set want;
array MAX (*) &MAXvars;
array XVars (*) x1 x2;
array Indicators (*) MAX_X1 MAX_X2;
do i=1 to dim(MAX);
if XVars[i]=MAX[i] then Indicators[i]=1; else Indicators[i]=0;
end;
drop i;
run;
Thanks for any suggestion of optimization
Proc sql can be used with a group by statement to allow summary functions across values of a variable.
data have;
call streaminit(4321);
do key1=1 to 10;
do key2=1 to 5;
do x1=rand("uniform");
x2=rand("Normal");
output;
end;
end;
end;
run;
proc sql;
create table want
as select
key1,
key2,
x1,
x2,
case
when x1 = max(x1) then 1
else 0 end as max_x1,
case
when x2 = max(x2) then 1
else 0 end as max_x2
from have
group by key1
order by key1, key2;
quit;
It is also possible to do this in a single data step, provided that you read the input dataset twice - this is an example of a double DOW-loop.
data have;
call streaminit(4321);
do key1=1 to 10;
do key2=1 to 5;
do x1=rand("uniform");
x2=rand("Normal");
output;
end;
end;
end;
run;
/*Sort by key1 (or generate index) if not already sorted*/
proc sort data = have;
by key1;
run;
data want;
if 0 then set have;
array xvars[3,2] x1 x2 x1_max_flag x2_max_flag t_x1_max t_x2_max;
/*1st DOW-loop*/
do _n_ = 1 by 1 until(last.key1);
set have;
by key1;
do i = 1 to 2;
xvars[3,i] = max(xvars[1,i],xvars[3,i]);
end;
end;
/*2nd DOW-loop*/
do _n_ = 1 to _n_;
set have;
do i = 1 to 2;
xvars[2,i] = (xvars[1,i] = xvars[3,i]);
end;
output;
end;
drop i t_:;
run;
This may be a bit complicated to understand, so here's a rough explanation of how it flows:
Read one by group with the first DOW-loop, updating rolling max variables as each row is read in. Don't output anything yet.
Now read the same by-group again using the second DOW-loop, checking to see whether each row is equal to the rolling max and outputting each row.
Go back to first DOW-loop, read the next by-group and repeat.

Mark timestamps into session in SAS

I have a series of dataset with two variables: uid and timestamp. I want to create a new variable called "session_num" to parse the timestamps into session numbers (when two timestampes are 30 min + apart, it will be marked as a new session).
For example:
I try to use retain statement in sas to loop through the timestamp, but it didn't work.
Here's my code:
Data test;
SET test1;
By uid;
RETAIN session_num session_len;
IF first.uid THEN DO;
session=1;
session_len=0;
END;
session_len=session_len+timpestamp;
IF timpestamp-session_len>1800 THEN session_num=session_num+1;
ELSE session_num=session_num;
IF last.uid;
KEEP uid timestamp session_num;
RUN;
Really appreciate if you could point out my mistake, and suggest the right solution.
Thanks!
First, here is some sample input data (in the future, you should supply your own code to generate the sample input data so others don't have to spend time doing this for you),
data test;
input uid$ timestamp : DATETIME.;
format timestamp DATETIME.;
datalines;
a 05jul2014:03:55:00
a 05jul2014:03:57:00
a 07jul2014:20:08:00
a 10jul2014:19:02:00
a 10jul2014:19:05:00
a 11jul2014:14:39:00
;
Then you can create the session variable as you defined it with
data testsession;
set test;
retain last;
retain session 0;
by uid;
if first.uid then do;
session = session +1;
last = timestamp;
end;
if (timestamp-last)/60>15 then do;
session = session+1;
end;
last = timestamp;
drop last;
run;
MrFlick's method is probably the more normal way to do this, but another option involves the look-ahead self-merge. (Yes, look-ahead, even though this is supposed to look behind - look behind is more complicated in this manner.)
data want;
retain session 1; *have to initialize to 1 for the first record!;
merge have(in=_h) have(rename=(timestamp=next uid=nextuid) firstobs=2);
output; *output first, then we adjust session for the next iteration;
if (uid ne nextuid) then session=1;
else if timestamp + 1800 < next then session+1;
drop next:;
run;