An iteration for particular combination

Crubal — Wed, 15 Mar 2017 19:45:53 GMT

Hi,

Forthe following table X, for each combination of variable 'A', 'B' and 'C', there are 'Count' from 0 to 10. 'Probability' means the probability for 'Count' equals to that value.

Where P1 = Probability(Count = 1) and P0 + P1 + ... + P10 = 1.

P0, P1, ..., P10 is known.

A B C Count Probability

... ... ... 0 P0

... ... ... 1 P1

. . . . .

... ,,, ,,, 10 P10

I would like to write an iteration within a combination of variables 'A', 'B' and 'C', start frpm Count = 0, keep increasing

for count = i. If P(Count >= i) * 300 - P(Count >= i) * 600 > 0 do i = i+1; until P(Count >= i) * 300 - P(Count >= i) * 600 <= 0 or i =10. It will stop and output i for a combination of 'A', 'B' and 'C'.

What I need is the number of i, which is regarded as a threshold number in my case (combination of A, B and C)

How could I write this kind of code since there are many combinations of variables 'A', 'B' and 'C'.

As an example:

A B C Count Probability

... ... ... 0 0.05

... ... ... 1 0.10

. . . 2 0.15

. . . 3 0.20

. . . 4 0.20

. . . . .

... ,,, ,,, 10 1

Example:

When i = 0, P(Count >= 0) * 300 - P(Count < 0) * 600 = 1* 300 - 0* 600 = 300 > 0 Hence, i = 0+1 = 1

When i = 1, P(Count >= 1) * 300 - P(Count < 1) * 600 = 0.95* 300 - 0.05* 600 = 255 > 0 i = 1+1 = 2

When i = 2, P(Count >= 2) * 300 - P(Count < 2) * 600 = 0.85* 300 - 0.15* 600 = 165 > 0 i = 2+1 = 3

When i = 3, P(Count >= 3) * 300 - P(Count < 3) * 600 = 0.70* 300 - 0.30* 600 = 30 > 0 i = 3+1 = 4

When i = 4, P(Count >= 4) * 300 - P(Count < 4) * 600 = 0.50* 300 - 0.50* 600 = -150 < 0 we stop and output i =4 for this combination of 'A', 'B' and 'C'.

Thank you!

Re: An iteration for particular combination

ballardw — Wed, 15 Mar 2017 19:11:59 GMT

It really helps to provide at least a small sample of starting data, say one combination of A B C and the other variables and then what the desired output for that sample data would be.

But in view of your other post about the news vendor problem I suspect that Proc IML may be more conducive and the whole question maybe belongs in either SAS/IML Softaware and Matrix Computations or the Mathmatical Optimization, Discrete-Event Simulation, and OR part of the forum.

Re: An iteration for particular combination

Crubal — Wed, 15 Mar 2017 19:43:13 GMT

Thank you! That's a good idea, I changed it and made a small example. I will look at PROC IML as well. Thanks!

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An iteration for particular combination

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