General number of components

[Jess03ng]

First, I have five variables used for analysis. How to compute a general number of components analysis in proc fmm which comprises of these five variables? 

[PGStats]

From the proc fmm doc.

Basic Features

The FMM procedure estimates the parameters in univariate finite mixture models and produces various statistics to evaluate parameters and model fit.

Maybe you are looking for clustering procedures?

If you are trying to estimate the number of clusters in your data, read this discussion on the topic.

[Rick_SAS]

To expand PGStats's comment, PROC FMM is a regression procedure in which you model a single response variable (Y) as a finite mixture of distributions that are linear functions of the covariates. It sounds like you want a clustering algorithm for data in 5-dimensional space. If you show sample data and explain more, we can provide more suggestions.