If you are encountering any errors with your PROC HPSPLIT code, then first make sure that you are running SAS/STAT 14.1 (9.4TS1M3) or later. Errors can occur when trying to use older releases.
Accordingly to SAS Note 50555 the HPSPLIT procedure is first available as a stand-alone procedure in SAS/STAT 14.1, which corresponds to SAS 9.4 TS1M3.
I've run the code provided in the Getting Started section of PROC HPSPLIT in SAS/STAT(R) 14.1 User's Guide in a 9.4TS1M3 environment, and the error message no longer exists.
If you still having the same issue in a supported release, please contact SAS Technical Support:
Contact SAS Technical Support
Thank you!
Ann