5%macro stm_allocate(gen_type =) / minoperator;
22 %let portfolio_history_key = ${params.PORTFOLIOHISTORYDATA.key};
23 %let copula_type = ${params.COPULATYPE};
24 %let copula_vars = ${params.COPULAVARS};
25 %let knn_vars = ${params.KNNVARS};
26 %let knn_nodes_cnt = ${params.KNNNODES};
29 %
if(%sysfunc(prxmatch(/^\d+$/, %superq(knn_nodes_cnt))) = 0) %then
33 %let copula_vars = %sysfunc(prxchange(s/[\[%str(,)\]]
34 %let knn_vars = %sysfunc(prxchange(s/[\[%str(,)\]]
39 %let ds_ptf_hist = &ds_in_analysis_data.;
41 %
if (&gen_type. in (GENERATION MIX)) %then %
do;
45 %
if(%sysevalf(%superq(portfolio_history_key) ne,
boolean)) %then %
do;
49 %let responseStatus =;
50 %let ds_ptf_hist = portfolio_history;
51 %irm_rgf_retrieve_analysis_data(key = &portfolio_history_key.
53 , outds = portfolio_history
54 , outds_partition_list = ptf_hist_partition_list
56 , outds_dataInfo = ptf_hist_dataInfo
57 , outds_dataDef = ptf_hist_dataDef
58 , host = &rgf_protocol.:
59 , server = &rgf_service.
62 , tgt_ticket = &tgt_ticket.
63 , outVarTicket = ticket
64 , outSuccess = httpSuccess
65 , outResponseStatus = responseStatus
72 %
if %upcase(&gen_type.) in (ELIMINATION MIX) %then %do;
78 %irmc_synth_analysis(ds_in_portfolio = &ds_in_analysis_data.
79 , ds_in_auxiliary_portfolio = &ds_ptf_hist.
80 , ds_in_projection = &ds_in_bep_expectations.
81 , ds_in_bounds = credit_portfolio_bounds
82 , ds_generation_out = &ds_out_generation.
83 , ds_elimination_out = &ds_out_elimination.
84 , target_var = &bep_target_var.
85 , relativeValue_var = relativeValue
86 , fit_vars = &copula_vars.
87 , fit_knn_class_vars = &knn_vars.
89 , by_vars = &segmentation_vars.
91 , horizon_var = ActivationHorizon
92 , scenario_var = bepName
93 , id_var_prefix = synth_inst_
97 , simulation_factor = 5
99 , copula_type = &copula_type.
100 , gen_flg = &gen_flg.
101 , elim_flg = &elim_flg.