4${function:ProcessSpreadsheetParameter(params.AGGREGATIONCONFIG,
"aggConfig")}
5${function:ProcessSpreadsheetParameter(params.CORRELATIONMAPPING,
"corrMapping")}
6${function:ProcessSpreadsheetParameter(params.ALLHIERARCHYROWS,
"allHierarchyRows")}
8%let hicopulaParsedAlpha = ${params.ALPHA};
9%let hicopulaParsedSeed = ${params.SEED};
10%let hicopulaParsedNdraws = ${params.NDRAWS};
11%let hierarchyLevels = ${params.HIERARCHYLEVELS};
14%let debug_libname_path=${params.TESTINGDEBUG};
15%let out_libref = work;
16%macro setup_debug_libref;
17 %
if %sysevalf(%bquote(&debug_libname_path.) ne %str(),
boolean) %then %
do;
19 %
if %rsk_dir_exists(DIR=&debug_libname_path.)=0 %then %
do;
20 %put NOTE: Trying to create debug directory &debug_libname_path.;
21 %rsk_mkdirs(DIR=&debug_libname_path.);
23 %
if %rsk_dir_exists(DIR=&debug_libname_path.)=0 %then %
do;
24 %put ERROR: unable to create the directory &debug_libname_path.;
27 %let out_libref = _debug;
28 libname _debug
"&debug_libname_path.";
35%irmst_riskagg_hicopula_run( in_ds_corr_mapping =corrMapping
36 , in_ds_all_hierarchy_rows=allHierarchyRows
37 , in_ds_aggregate_config =aggConfig
38 , out_ds_results =RISKAGG_SUMMARY_RESULTS
39 , out_libref =&out_libref.
40 , hicopula_parsed_alpha =&hicopulaParsedAlpha.
41 , hicopula_parsed_seed =&hicopulaParsedSeed.
42 , hicopula_parsed_ndraws =&hicopulaParsedNdraws.
43 , hierarchy_levels =%quote(&hierarchyLevels.)