One of my quant users is getting this message on a Linux 6/SAS 9.4 (TS1M3) Proc NLMIXED job:
proc nlmixed data=testda_ft maxiter=800 maxfunc=8000 nthreads=24;
and she gets this
"WARNING: The NTHREADS= option is ignored due to insufficient memory."
She ran it from a Putty command line with this:
/usr/local/SAS/SASFoundation/9.4/sas -work /lppra00a0133/temp/saswork -noterminal scoring_GN30.sas &
It loops month by month through the data and I asked her to run 1 month with MPRINT and FULLSTIMER turned on.
Log is attached.
/*tuning for one category product */
%macro mbspred(product_name, inputsasdb
, month_reset_min, month_reset_max
, resetperi_min, resetperi_max
, orig_term_min, orig_term_max
, wala_min, wala_max
, obsdt_bgn, obsdt_end
, vintage_begin, vintage_end
, agency_type, product_type, coll_type
, exclude_mon
, Parm_inputda_dir, tunParmInFile
, nlinout_db
, output_dir
, nlin_graph_nm, tunParmOutFile, tunSumOutFile
, model_num, nlin_sum
);
%dafilter_ARM( &inputsasdb.,outab=testda_ft
,mth2reset_min=&month_reset_min. , mth2reset_max=&month_reset_max.
,resetperi_min=&resetperi_min. , resetperi_max=&resetperi_max.
,orig_term_min=&orig_term_min. , orig_term_max=&orig_term_max.
,wala_min=&wala_min. , wala_max=&wala_max.
,obsdt_bgn=&obsdt_bgn., obsdt_end=&obsdt_end.
,vintage_bgn=&vintage_begin. , vintage_end=&vintage_end.
,agency_typ=&agency_type.
,product_typ=&product_type.
,coll_typ=&coll_type.
,exclude_mon=&exclude_mon.
);
/*read parameters initial values */
proc import datafile="&Parm_inputda_dir./&tunParmInFile." out=parmset DBMS=csv REPLACE;
GETNAMES=YES;
guessingrows=100;
RUN;
data parmset;
set parmset;
product="&product_name.";
Agency=compress("&agency_type.","()'");
date_begin="&obsdt_bgn."d;
date_end="&obsdt_end."d;
run_date=Today();
run_by="&sysuserid.";
format date_begin mmddyy10.
date_end mmddyy10.
run_date mmddyy10.
;
run;
/*performe nlin tuning */
%let year_end=%substr(&obsdt_end.,3,7);
%nlin_ssn(&model_num.,testda_ft,&nlinout_db.,&nlin_sum., parmset, outest_param,"&nlin_graph_nm.","&output_dir.",&product_name.,&obsdt_bgn.,&obsdt_end. );
proc export data=nlin_parms dbms=csv outfile="&output_dir./&tunParmOutFile." replace;
run;
%mend;
/*******************************************************************************************************************************************************************/
/*******************************************************************************************************************************************************************/
%macro ProdMBSpred(obsdate_b, obsdate_e, parm_dir, output_dir, inputdb,macroset_csvFile);
proc import datafile="&parm_dir./¯oset_csvFile." out=macroset DBMS=csv REPLACE;
GETNAMES=YES;
RUN;
data macroset1;
set macroset;
macro_ind=_n_;
run;
data _null_;
set macroset1 end=last;
if last then
call symput('N', put (macro_ind,3.));
run;
%do i=1 %to &N.;
proc sql noprint;
select
strip(macroVar_name), macroVar_value
into : this_macro_name , : this_macro_value
from macroset1 where macro_ind=&i;
quit;
data _null_;
call symput(strip("&this_macro_name."),strip("&this_macro_value."));
run;
%end;
%let year_end=%substr(&obsdate_e.,3,7);
/*add some prefix to some macro variables */
%let TunParm_inFile=%cmpres(&TunParmInFile.);
%let TunParm_outFile=%cmpres(&year_end._&product_nm._&TunParmoutFile.);
%let nlinout_dtbase=%cmpres(&nlinout_db._&product_nm._&year_end.);
%let nlinsum_dtbase=%cmpres(&nlin_sum._&product_nm._&year_end.);
%let TunSum_outFile=%cmpres(&year_end._&product_nm._&tunSumOutFile.);
%let Nlingraph_nm=%cmpres(&year_end._&product_nm._&nlin_graph_nm.);
%put &product_nm.>>> &nlinsum_dtbase.>>>&tunParm_outFile. >>>> &nlinout_dtbase. >>>>> &TunSum_outFile. >>>> &Nlingraph_nm.;
%mbspred(product_name=&product_nm., inputsasdb= &inputdb.
,month_reset_min=&month_reset_min. , month_reset_max=&month_reset_max.
,resetperi_min=&firstResetAge_min. , resetperi_max=&firstResetAge_max.
,orig_term_min=&orig_term_min. , orig_term_max=&orig_term_max.
,wala_min=&wala_min. , wala_max=&wala_max.
,obsdt_bgn=&obsdate_b., obsdt_end=&obsdate_e.
,vintage_begin=&vintage_begin. , vintage_end=&vintage_end.
,agency_type=&agency_type., product_type=&product_type., coll_type=&coll_type.
,exclude_mon=&exclude_month.
,Parm_inputda_dir=&parm_dir., tunParmInFile=&tunParm_InFile.
,nlinout_db=&nlinout_dtbase.
,output_dir=&output_dir.
,nlin_graph_nm=&nlingraph_nm., tunParmOutFile=&tunParm_OutFile., tunSumOutFile=&tunSum_OutFile.
,model_num=&ModelNum., nlin_sum=&nlinsum_dtbase.
);
proc datasets lib=work;
delete macroset macroset1;
run;
%mend;
/*******************************************************************************************************************************************************************/
**** DRIVER PGM BELOW ****;
/*********************************************************************************************************************************/
/******* *******/
/******* Description: This program use csv files from BRI then conduct optimization tuning and output the result to excel file *******/
/******* *******/
/******* *******/
/******* Change log: first version 4/18/2017 Huibin Cheng *******/
/******* *******/
/********* second version 06/11/2018 by Haisu Ma ****************/
/**/
;;;;
%let codedir=/lppra00a0133/data/dev/haisu/ginnie_plpm/run18;
%let inputda_dir=/lppra00a0133/data/dev/haisu/ginnie_plpm;
%let parm_dir=/lppra00a0133/data/dev/haisu/ginnie_plpm/run18;
%let outputda_dir=/lppra00a0133/data/dev/haisu/ginnie_plpm/run18;
libname sasdb "&inputda_dir.";
libname outdb "&outputda_dir.";
%include "&codedir./Macro_hm_bspline_GN30_server_poisson.sas";
%let date_begin=31JAN2012;
%let date_end=31JAN2019;
%let fix30_inputsasdb=sasdb.est_gnma30;
%let fix30GNSetCsv=PLPM_GN30_Setting.csv;
/*for model 1, no seasing, only tune refinance */
%macro full_run(n_runs,obs_begin,obs_end);
%do run = 1 %to &n_runs.;
%put running cycle &run.;
%let obs_b=%sysfunc(intnx(month,"&obs_begin."D,%eval((&run.-1)*3),e),date9.);
%let obs_e=%sysfunc(intnx(month,"&obs_end."D,%eval((&run.-1)*3),e),date9.);
%put &obs_b. &obs_e.;
%ProdMBSpred(obsdate_b=&obs_b., obsdate_e=&obs_e., parm_dir=&parm_dir.,output_dir=&outputda_dir., inputdb=&fix30_inputsasdb.,macroset_csvFile=&fix30GNSetCsv.);
%end;
%mend;
%full_run(1,&date_begin.,&date_end.);
