Hi, I am trying to minimize a function (that I created with proc fcmp) per group of observations that are defined by a category column. I tried using this example (http://support.sas.com/kb/42/332.html) for by group processing with proc optmodel but I'm not sure if the way I'm indexing the observations is correct. This is my code: options cmplib=work.funcs;
%let byvar=pat_ID;
proc optmodel cdigits=10 fdigits=10 pdigits=9;
set OBS;
str pat_ID {OBS};
num UW_acc{OBS};
num EP_incr{OBS};
num Time{OBS};
read data work.pat_data into OBS=[_n_] pat_ID=pat_ID;
read data work.pat_data into OBS=[_n_] UW_acc=UW_pattern_acc;
read data work.pat_data into OBS=[_n_] EP_incr=EP_pattern_incr;
read data work.pat_data into OBS=[_n_] Time=Year;
/* Collect values of BY variable into an index set */
set BYSET = setof {i in OBS} &byvar.[i];
put BYSET=;
str by;
/* variables */
set OBS_BY = {i in OBS: &byvar.[i] = by};
var a >=&LOW_A. <= &UP_A. init &INITA.;
var b >=&LOW_B. <= &UP_B. init &INITB.;
minimize FuncVal = pat_opt(a, b, UW_acc[OBS_BY], EP_incr[OBS_BY], Time[OBS_PY]);
/*variables to store result*/
num a_sol {BYSET};
num b_sol {BYSET};
do by = BYSET;
put by=;
solve with nlp / multistart=(maxstarts=&MAXSTART.) seed=&SEED. maxiter=&MAXITER. opttol=&OPTTOL. feastol=&FEASTOL.;
print a b;
a_sol[by] = a.sol;
b_sol[by] = b.sol;
end;
create data work.solver_results from [by] a=a_sol b=b_sol;
run;
proc print data=work.solver_results;
run;
quit;
TITLE; When running the code I get "subscript 1 may not be a set" as an error for this line for each variable uw_acc, ep_incr and time. minimize FuncVal = pat_opt(a, b, UW_acc[OBS_BY], EP_incr[OBS_BY], Time[OBS_PY]); Let me know, if you need more info! Thanks! (I'm using SAS Version 9.4)
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