Calling IML function (Call Eigen) inside Proc Risk / Compile

Anindya — Sun, 19 Jan 2020 14:01:57 GMT

Guys,

I am trying to generate Eigen Value using call eigen subroutine inside a MIP UDL (pricing method). As the function can't be called directly, I have used run_macro facility of proc fcmp (based on the following link - https://documentation.sas.com/?docsetId=proc&docsetTarget=n19ylmyrvhp7y6n1889zmwsv9nuh.htm&docsetVersion=9.4&locale=en.)

But after execution I am facing the following error - The function run_macro is not found.

Please suggest.

Note - Client is using Proc IML (Call Eigen) procedure to generate Eigen values and is expecting the same output from MIP as well.

topic Calling IML function (Call Eigen) inside Proc Risk / Compile in SAS Risk Management