topic do loop macro - how can I continue even though there is an error? in New SAS User

do loop macro - how can I continue even though there is an error?

mcjs — Fri, 12 Oct 2018 16:00:02 GMT

Hi,

My code is something like the following. It is a simple do-loop, and inside the loop, there is a procedure, which generates an output for each loop.

The problem is, the procedure often results in an error (ERROR: Floating Point Overflow. ) from a loop, and if the error is encountered, entire macro is stopped (ERROR: Termination due to Floating Point Exception). I want the macro to continue to proceed to the next loop when an error is resulted from from the procedure of a loop.

Any advise? Thank you in advance.

===============================================
%macro xxx;

%do i = 1 %to 10000.;

data _null_;

set fq;

if _n_ = &i.;

call symput('cusip',cusip6);call symput('datadate',datadate);

run;

proc nlp data=datain(where = (cusip6 = "&cusip." and datadate = &datadate.))

out=dataout&i.;
.............

run;

%end;
%mend;

===============================================

Re: do loop macro - how can I continue even though there is an error?

Tom — Fri, 12 Oct 2018 16:05:37 GMT

Please show an example of the error and its impact on the rest of the %DO loop.

It shouldn't stop the macro, but perhaps it is setting the system option OBS to zero and this is making the other steps fail?

Re: do loop macro - how can I continue even though there is an error?

mcjs — Fri, 12 Oct 2018 16:13:49 GMT

The following is log from the error message. At the message, output dataset is PINEST&i. You can see that do-loop stopped at i=801.

I need the macro to proceed to i=802, ignoring the error and no-ouput of i=801.

===================================

ERROR: Floating Point Overflow.
ERROR: Termination due to Floating Point Exception
NOTE: The SAS System stopped processing this step because of errors.
NOTE: There were 64 observations read from the data set WORK.PIN_DATA.
WHERE (cusip6='006739 ') and (datadate=19996);
WARNING: The data set WORK.PINEST801 may be incomplete. When this step was stopped there were 0
observations and 5 variables.
WARNING: Data set WORK.PINEST801 was not replaced because this step was stopped.
NOTE: PROCEDURE NLP used (Total process time):
real time 0.15 seconds
cpu time 0.12 seconds

===================================

Re: do loop macro - how can I continue even though there is an error?

Kurt_Bremser — Fri, 12 Oct 2018 16:27:48 GMT

Your problem does not come from macro code, but from proc nlp.

See http://morgan.dartmouth.edu/Docs/sas92/support.sas.com/documentation/cdl/en/ormpug/59679/HTML/default/nlp_sect36.htm for a possible remedy.

Re: do loop macro - how can I continue even though there is an error?

mcjs — Fri, 12 Oct 2018 17:49:12 GMT

Hi KurtBremser,

That is exactly why I coded a looping macro by cusip and datadate, rather than "proc nlp...;by cusip datadate;..."

I understand proc nlp returns error for some type of data. My question is, even when proc nlp returns an error, why the macro is not proceeding to the next loop.

Re: do loop macro - how can I continue even though there is an error?

Kurt_Bremser — Tue, 16 Oct 2018 13:08:38 GMT

The question is, does the macro loop stop immediately, or is it that the SAS session enters syntax check mode, and no further Base code is executed?

Re: do loop macro - how can I continue even though there is an error?

mcjs — Tue, 16 Oct 2018 13:49:55 GMT

I am not sure what "syntax check mode" is, but I would like to answer it stops immediately. See the log below.

===================================================

i = 21449: cusip6 = 829073 and datadate = 19358

NOTE: Your code contains 3 program statements.
NOTE: Gradient is computed using analytic formulas.
NOTE: Hessian is computed using analytic formulas.
ERROR: Floating Point Overflow.
ERROR: Termination due to Floating Point Exception
NOTE: The SAS System stopped processing this step because of errors.
NOTE: There were 69 observations read from the data set WORK.PIN_DATA.
WHERE (cusip6='829073 ') and (datadate=19358);
WARNING: The data set PIN.PINEST21449 may be incomplete. When this step was stopped there were 0
observations and 5 variables.
NOTE: PROCEDURE NLP used (Total process time):
real time 0.18 seconds
cpu time 0.12 seconds

==============================================

This is the last a few lines of log where the macro stops. The first line of the above log is generated by a "%put" command. It shows that the loop stopped at i=21499, while the loop is supposed to run to i=26412.

Re: do loop macro - how can I continue even though there is an error?

mcjs — Tue, 16 Oct 2018 13:52:45 GMT

FYI, I am adding entire macro.

=================================

%macro pin(dsetin = , alpha = , from = , delta = , eta = , mu = );

data _null_;set &dsetin. end = eof;if eof then call symput('num',_n_);run;

%local i;
%do i = &from. %to &num.;

data _null_;set &dsetin.;if _n_ = &i.;call symput('cusip',cusip6);call symput('datadate',datadate);run;

%put i = &i.: cusip6 = &cusip. and datadate = &datadate.;

proc nlp data=pin_data(where = (cusip6 = "&cusip." and datadate = &datadate.)) noprint
out=pin.pinest&i.(keep = cusip6 datadate ALPHA ETA MU);
by cusip6 datadate;
max loglik;
decvar ALPHA = &alpha., DELTA = &delta., ETA = &eta., MU = &mu.;
M = min(buys,sells) + max(buys,sells) / 2.0 ;
x = eta / (mu + eta) ;
bounds 0.0 < eta mu, 0.0 <= alpha delta <= 1.0 ;
loglik = -2.0 * eta + M * log(x) + (buys + sells) * log(mu + eta) +
log( alpha * (1.0 - delta) * exp(-1.0 * mu) * (x ** (sells - M )) +
alpha * delta * exp(-1.0 * mu) * (x ** (buys - M)) +
(1.0 - alpha) * (x ** (buys + sells - M)) ) ;
run;

%if &i. = 1 %then %do;data pinest;set pinest1;run;%end;
%else %do;data pinest;set pinest pin.pinest&i.;run;%end;

%end;

%mend;

Re: do loop macro - how can I continue even though there is an error?

Kurt_Bremser — Tue, 16 Oct 2018 14:29:16 GMT

OK, this is peculiar. The macro loop continued in all circumstances I could test with some deliberately crashing code.

Quick and dirty:

%macro create_data;
%do i = 1 %to 3;
data work.class&i;
set sashelp.class;
run;
%end;
%mend;
%create_data
%macro test_data;
%do i = 1 %to 5;
%put i=&i.;
data want;
set work.class&i;
run;
%end;
%mend;
%test_data

I tried several of the errorhandling system options, but the only thing I could come up with is an automatic abend (termination of the SAS process) when the error was encountered. In all other cases, the %do loop continued, and I received a further ERROR message in iteration 5.

I would bring this to the attention of SAS technical support, maybe they know something I don't.

Re: do loop macro - how can I continue even though there is an error?

mcjs — Tue, 16 Oct 2018 14:41:38 GMT

Thanks, KurtBremser. As you commented, maybe it's related to proc nlp. I will contact SAS.

Re: do loop macro - how can I continue even though there is an error?

Tom — Tue, 16 Oct 2018 14:45:17 GMT

Check the setting of the ERRORABEND option.
%put %sysfunc(getoption(errorabend));

Re: do loop macro - how can I continue even though there is an error?

mcjs — Tue, 16 Oct 2018 14:46:52 GMT

See the log as follows:

========================================

899 %put %sysfunc(getoption(errorabend));
NOERRORABEND

Re: do loop macro - how can I continue even though there is an error?

Kurt_Bremser — Tue, 16 Oct 2018 14:48:51 GMT

@Tom wrote:
Check the setting of the ERRORABEND option.
%put %sysfunc(getoption(errorabend));

That was one of my tests, but then the workspace server terminated with a proper final message in the log. A "simple" exit of the %do loop without any further messages, but a still living SAS process did not happen.