BookmarkSubscribeRSS Feed
🔒 This topic is solved and locked. Need further help from the community? Please sign in and ask a new question.
Hanyu
Fluorite | Level 6

Hi, I want to route the log generated by SAS IML to an external file. I have a loop to execute and I want to route the log of each loop to a different file. I have used proc printto procedure in combination with submit and endsubmit statement to execute the procedure inside SAS IML. However the result I got is empty log file.

 

The code looks like this:

 proc iml;

do i=1 to 7;

submit i;

proc printto log="D:\SAS generated files\log &i.log" new;

run;

endsubmit;

end;

quit;

 

1 ACCEPTED SOLUTION

Accepted Solutions
Rick_SAS
SAS Super FREQ

OK. I assume that you are using a built-in NLP routine (such as NLPNRA) to compute each optimization.  The first argument to an NLP function is a return code (rc). So your call looks like this:

call nlpnra(rc, result, "ObjectiveFunc", InitGuess, options);

 

When the function returns, the value of the return code will be positive if the optimization converged and negative if the optimization did not converge.  Therefore you can save the value of each return code and examine them later, together with the initial guess.  Here's some pseudocode to get you started:

 

proc iml;
...
convergence = j(100,1,.);
initialGuess = j(100, numParams);
do i = 1 to 100;
   /* set i_th guess from file or randomly or systematically */
   initGuess = T( randfun(NumParams, "Normal") );
   call nlpnra(rc, result, "ObjectiveFunc", InitGuess, options);
   /* save the initial guess and the return code */
   convergence[i] = rc;
   initialGuess[i,] = initGuess;
end;

/* now analyze relationship between convergence and initial guess */

 

 

You might be interested in reading this article about how to choose a good starting guess for an optimization.

View solution in original post

3 REPLIES 3
Rick_SAS
SAS Super FREQ

Could you give us some context and tell us what you are trying to accomplish? In other words, what are you trying to do statistically/numerically that you think will become easier if you can redirect the Log?

Hanyu
Fluorite | Level 6
Hi Rick. I have a long time series of bond price and I am trying to compute
the yield to maturity by mininizing the distance between the discounted
coupon value and par value and the quoted dirty bond price. Therefore I
need to do a lot of optimisation for each bond price. Some of the
optimisation cannot converge probably because I cannot manually try
different starting values; There are too many bond prices. I want to
analyze the log file each time I try a different starting value for the
entire series to see which starting value generate the least amount of no
convergence.
##- Please type your reply above this line. Simple formatting, no
attachments. -##
Rick_SAS
SAS Super FREQ

OK. I assume that you are using a built-in NLP routine (such as NLPNRA) to compute each optimization.  The first argument to an NLP function is a return code (rc). So your call looks like this:

call nlpnra(rc, result, "ObjectiveFunc", InitGuess, options);

 

When the function returns, the value of the return code will be positive if the optimization converged and negative if the optimization did not converge.  Therefore you can save the value of each return code and examine them later, together with the initial guess.  Here's some pseudocode to get you started:

 

proc iml;
...
convergence = j(100,1,.);
initialGuess = j(100, numParams);
do i = 1 to 100;
   /* set i_th guess from file or randomly or systematically */
   initGuess = T( randfun(NumParams, "Normal") );
   call nlpnra(rc, result, "ObjectiveFunc", InitGuess, options);
   /* save the initial guess and the return code */
   convergence[i] = rc;
   initialGuess[i,] = initGuess;
end;

/* now analyze relationship between convergence and initial guess */

 

 

You might be interested in reading this article about how to choose a good starting guess for an optimization.

sas-innovate-2024.png

Available on demand!

Missed SAS Innovate Las Vegas? Watch all the action for free! View the keynotes, general sessions and 22 breakouts on demand.

 

Register now!

Multiple Linear Regression in SAS

Learn how to run multiple linear regression models with and without interactions, presented by SAS user Alex Chaplin.

Find more tutorials on the SAS Users YouTube channel.

From The DO Loop
Want more? Visit our blog for more articles like these.
Discussion stats
  • 3 replies
  • 1016 views
  • 0 likes
  • 2 in conversation