alternatives to coding multiple data steps within macro loop to improve efficiency?

RobF — Wed, 11 Feb 2015 22:09:20 GMT

I'm working on a SAS program that runs a coordinate descent algorithm which repetitively processes & updates dataset variables inside a macro loop:

%macro test(dataset=, numvars=, numiter=, lambda=, alpha=);

%do i=1 %to &numiter;

%do j=1 %to &numvars;

data &dataset (keep=y x1-x&numvars);

set &dataset end=end_data;

array x[&numvars] x1-x&numvars;

< ... Code for variable manipulations & calculations ...>

run;

%end;

%mend;

%test(dataset=&dataset, numvars=10, numiter=100, lambda=.1, alpha=1)

I wrote this code out of convenience, realizing that putting a data step inside the macro loop isn't terribly efficient since opening and closing the same dataset eats up CPU resources.

Is there a better way to code this algorithm that will save significant time when running?

Re: alternatives to coding multiple data steps within macro loop to improve efficiency?

Astounding — Wed, 11 Feb 2015 22:20:26 GMT

In part, that depends on the calculations. It is extremely likely you could recode along these lines:

data &dataset;

set &dataset end=end_data;

array x ...;

do _i_=1 to &numiter;

do _j_=1 to &numvars;

** calculate, possibly exactly as before;

end;

run;

topic Re: alternatives to coding multiple data steps within macro loop to improve efficiency? in SAS Programming

alternatives to coding multiple data steps within macro loop to improve efficiency?

Re: alternatives to coding multiple data steps within macro loop to improve efficiency?