Hello, I'm using IML inside of a macro (found a few threads here about the topic, but nothing worked). The IML code authored by Rick Wicklin works flawlessly. I inserted this code inside of a macro, and although the macro loops, IML values are static with the first loop. Rick Wicklin addresses a very similar issue here: https://blogs.sas.com/content/iml/2013/06/19/macros-and-loops.html. The crux of the matter seems to be that the interactive nature of IML behaves quite differently than a traditional data step. I've tried, promise, but just can't get it done. I am grateful for any suggestions. Code is below. Thank you, Rick Francis
OPTIONS SOURCE SOURCE2 MACROGEN MPRINT; %MACRO combination; data comb_1; set untrimmed (keep=group lag2cvrank lag2cfo_ts lagcfo_ts); if group=&I and lag2cvrank eq &J; *keep group lagcvrank gvkey; proc iml; *XY = {1 9, 2 15, 3 19, 4 20, 10 45, 12 55, 18 78, /* 7 data points used by Sen (1968) */ 12.5 30, 4.5 50}; /* 2 outliers (not considered by Sen) */ use work.untrimmed; read all var {lag2cfo_ts lagcfo_ts group lag2cvrank} into XY; close work.untrimmed; *XY = {lag2cfo_ts lagcfo_ts}; /* Theil uses all "N choose 2" combinations of slopes of segments. Assume that the first coordinates (X) are distinct */ c = allcomb(nrow(XY), 2); /* all "N choose 2" combinations of pairs */ group = XY[1,3]; lag2cvrank = XY[1,4]; Pt1 = XY[c[,1],]; /* extract first point of line segments */ Pt2 = XY[c[,2],]; /* extract second point of line segments */ slope = (Pt1[,2] - Pt2[,2]) / (Pt1[,1] - Pt2[,1]); /* Careful! Assumes x1 ^= x2 */ m = median(slope); b = median( XY[,2] - m*XY[,1] ); /* median(y-mx) */ *group=XY[c[,3],]; *lag2cvrank=XY[c[,4],]; print (b||m)[c={'Intercept' 'Slope'} L="Method=Theil Combs=All"]; print (XY); create perm1.ts_1_&I&J var {m b group lag2cvrank}; /** create data set **/ append; /** write data in vectors **/ close perm1.ts_1_&I&J ; /** close the data set **/ %MEND combination; %MACRO LOOP; %DO I=1991 %TO 1991; %DO J=0 %TO 4; %combination; %END; %END; %MEND LOOP; %LOOP; run;
