1. PROC DMSPLIT

MAIN

%let DM_SEED=12345;

data EMDATA.VIEW_6HE / view=EMDATA.VIEW_6HE;
 set EMSAMPLE.HMEQ;
run;

* 메타 샘플데이터 생성(Input data source);
/*
data SMPKOMRN(label="Sample of EMDATA.VIEW_P25.");
 set EMSAMPLE.HMEQ nobs = total;
     drop _sample_count_;
     if _sample_count_ < 2000 then do;
        if ranuni(12345) *(total + 1 - _N_ ) < = ( 2000 - _sample_count_) then do ;
           _sample_count_ + 1;
           output;
        end;
     end;
run;
quit;
*/

data EMPROJ.SMP_VIGA(label="Sample of EMDATA.VIEW_4O9.");
 set EMDATA.VIEW_6HE;
     drop _sample_count_;
     if _sample_count_ < 2000 then do;
        if ranuni(12345) *(5960 + 1 - _N_ ) < = ( 2000 - _sample_count_) then do ;
           _sample_count_ + 1;
           output;
        end;
     end;
run;
quit;

proc dmdb data = EMDATA.VIEW_6HE
          out = _null_
          dmdbcat= EMPROJ.dm_DGM00000
          normlen=32 maxlevel=513;
     class BAD(Desc) REASON(Asc) JOB(Asc);
     var LOAN MORTDUE VALUE YOJ DEROG
         DELINQ CLAGE NINQ CLNO DEBTINC;
     target BAD;
run;

* Create data view with dmdb name;
data EMDATA.dm_DGM00000 / view=EMDATA.dm_DGM00000;
 set EMDATA.VIEW_6HE;
run;

proc dmsplit data=EMDATA.VIEW_6HE
             dmdbcat=EMPROJ.dm_DGM00000
             bins=50 chisq=3.84 passes=6
             outvars = EMPROJ.OUTVMEFV;
     var LOAN MORTDUE VALUE REASON JOB
         YOJ DEROG DELINQ CLAGE NINQ
     CLNO DEBTINC;
     target BAD;
run;

proc split dmdbcat=EMPROJ.dm_DGM00000
           indmsplit

           subtree=largest
           outtree=EMPROJ.OUTTWA1U;
run;

2. 데이터 SCORING(메타 샘플데이터)

MAIN

* 메타 샘플데이터;

data EMPROJ.SMP_4VMK/view=EMPROJ.SMP_4VMK;
 set EMPROJ.SMP_VIGA;
     *-------------------------------------------------------------*;
     * TOOL : Variable Selection ;
     * TYPE : EXPLORE ;
     * NODE : Variable Selection [T1MBZHEP] ;
     *-------------------------------------------------------------*;
     length _warn_ $ 4;
     label _warn_ = "Warnings";
     length _norm1 $ %DMNORLEN;
     _norm1 = ' ';
     length _FORMAT $200;
     drop _FORMAT;
     length I_BAD $ 1;
     /*-- DMSPLIT TREE LOGIC --*/
     _k = 0;
     if DELINQ = . then _k = 0;
     else if DELINQ < 0.6 then _k = 0;
     else _k = 1;

     if _k = 0 then do;
        if DEBTINC = . then _k = 0;
        else if DEBTINC < 45.1377821000916 then _k = 0;
        else _k = 1;
        if _k = 0 then do;
           if DEBTINC = . then _k = 1;
           else if DEBTINC < 33.5383285500796 then _k = 0;
           else _k = 1;
           if _k = 0 then do;
              if VALUE = . then _k = 1;
              else if VALUE < 24958.18 then _k = 0;
              else _k = 1;
              if _k = 0 then do;
                 _FORMAT = put(REASON, $7.);
                 %DMNORMCP(_FORMAT, _norm1);
                 select(_norm1);
                   when('') _k = 0;
                   when('DEBTCON') _k = 1;
                   when('HOMEIMP') _k = 0;
                   otherwise do;
                     _warn_ = 'U';
                     goto T1MBZHEP;
                   end;
                 end;
                 if _k = 0 then do;
                    _pval = 0;
                    goto T1MBZHEP;
                 end;
                 else do;
                    _pval = 1;
                    goto T1MBZHEP;
                 end;
              end;
              else do;
                 if YOJ = . then _k = 1;
                 else if YOJ < 5.74 then _k = 0;
                 else _k = 1;
                 if _k = 0 then do;
                    _pval = 0.92821368948247;
                    goto T1MBZHEP;
                 end;
                 else do;
                    _pval = 0.9813829787234;
                    goto T1MBZHEP;
                 end;
              end;
           end;
           else do;
             if DEBTINC = . then _k = 0;
             else if DEBTINC < 34.0023066920801 then _k = 0;
             else _k = 1;
             if _k = 0 then do;
                if CLAGE = . then _k = 0;
                else if CLAGE < 186.917369751142 then _k = 0;
                else _k = 1;
                if _k = 0 then do;
                   _pval = 0.46215780998389;
                   goto T1MBZHEP;
                end;
                else do;
                   _pval = 0.74113475177304;
                   goto T1MBZHEP;
                end;
             end;
             else do;
                if DEROG = . then _k = 0;
                else if DEROG < 2 then _k = 0;
                else _k = 1;
                if _k = 0 then do;
                   _pval = 0.94378698224852;
                   goto T1MBZHEP;
                end;
                else do;
                   _pval = 0.63157894736842;
                   goto T1MBZHEP;
                end;
             end;
           end;
        end;
        else do;
           if CLAGE = . then _k = 0;
           else if CLAGE < 233.646712188928 then _k = 0;
           else _k = 1;
           if _k = 0 then do;
              _pval = 0;
              goto T1MBZHEP;
           end;
           else do;
              if YOJ = . then _k = 1;
              else if YOJ < 5.74 then _k = 0;
              else _k = 1;
              if _k = 0 then do;
                 _pval = 0;
                 goto T1MBZHEP;
              end;
              else do;
                 _pval = 1;
                 goto T1MBZHEP;
              end;
           end;
        end;
     end;
     else do;
        if DEBTINC = . then _k = 1;
        else if DEBTINC < 32.9705231315475 then _k = 0;
        else _k = 1;
        if _k = 0 then do;
           if DEBTINC = . then _k = 1;
           else if DEBTINC < 7.01370399865341 then _k = 0;
           else _k = 1;
           if _k = 0 then do;
              _pval = 0;
              goto T1MBZHEP;
           end;
           else do;
              if DEROG = . then _k = 0;
              else if DEROG < 1 then _k = 0;
              else _k = 1;
              if _k = 0 then do;
                 if DELINQ = . then _k = 0;
                 else if DELINQ < 5.208 then _k = 0;
                else _k = 1;
                if _k = 0 then do;
                   _pval = 0.90277777777777;
                   goto T1MBZHEP;
                end;
                else do;
                   _pval = 0;
                   goto T1MBZHEP;
                end;
             end;
             else do;
                if DELINQ = . then _k = 0;
                else if DELINQ < 2.04 then _k = 0;
                else _k = 1;
                if _k = 0 then do;
                   _pval = 0.77777777777777;
                   goto T1MBZHEP;
                end;
                else do;
                   _pval = 0;
                   goto T1MBZHEP;
                end;
             end;
          end;
       end;
       else do;
          if DEBTINC = . then _k = 0;
          else if DEBTINC < 36.3773556427399 then _k = 0;
          else _k = 1;
          if _k = 0 then do;
             if DEBTINC = . then _k = 0;
             else if DEBTINC < 33.7881629342337 then _k = 0;
             else _k = 1;
             if _k = 0 then do;
                if DEBTINC = . then _k = 1;
                else if DEBTINC < 33.7554573421262 then _k = 0;
                else _k = 1;
                if _k = 0 then do;
                   _pval = 0.85714285714285;
                   goto T1MBZHEP;
                end;
                else do;
                   _pval = 0.18162393162393;
                   goto T1MBZHEP;
                end;
             end;
             else do;
                if DELINQ = . then _k = 0;
                else if DELINQ < 4.056 then _k = 0;
                else _k = 1;
                if _k = 0 then do;
                   _pval = 0.84946236559139;
                   goto T1MBZHEP;
                end;
                else do;
                   _pval = 0;
                   goto T1MBZHEP;
                end;
             end;
          end;
          else do;
             if DEBTINC = . then _k = 0;
             else if DEBTINC < 43.0547473646769 then _k = 0;
             else _k = 1;
             if _k = 0 then do;
                if DELINQ = . then _k = 0;
                else if DELINQ < 4.056 then _k = 0;
                else _k = 1;
                if _k = 0 then do;
                   _pval = 0.85714285714285;
                   goto T1MBZHEP;
                end;
                else do;
                   _pval = 0;
                   goto T1MBZHEP;
                end;
             end;
             else do;
                if DEBTINC = . then _k = 0;
                else if DEBTINC < 46.2598953912067 then _k = 0;
                else _k = 1;
                if _k = 0 then do;
                   _pval = 0.42307692307692;
                   goto T1MBZHEP;
                end;
                else do;
                   _pval = 0;
                   goto T1MBZHEP;
                end;
             end;
          end;
       end;
     end;

     T1MBZHEP : /* terminal node */
       if _pval < 0 then _pval = 1;
       else if _pval > 1 then _pval = 0;
       else _pval = 1-_pval;
       /* binary target */
      if _warn_ ne 'U' then do;
          P_EVENT = _pval;
          P_NEVENT = 1-P_EVENT;
          if P_EVENT ge 0.5 then I_BAD = '1';
          else I_BAD = '0';
       end;
       else do;
          P_EVENT = 0.1994966442953;
          P_NEVENT = 0.80050335570469;
          I_BAD = '0';
       end;
       drop _pval _k _norm1;
       label P_EVENT = "Predicted: EVENT for BAD";
       label P_NEVENT = "Predicted: NO EVENT for BAD";
       label I_BAD = "Into: BAD";
run;

3. 데이터 SCORING(뷰 데이터)

MAIN

data EMDATA.VSELPF0L/view=EMDATA.VSELPF0L;
 set EMDATA.VIEW_6HE;
     *-------------------------------------------------------------*;
     * TOOL : Variable Selection ;
     * TYPE : EXPLORE ;
     * NODE : Variable Selection [T1MBZHEP] ;
     *-------------------------------------------------------------*;
     length _warn_ $ 4;
     label _warn_ = "Warnings";
     length _norm1 $ %DMNORLEN;
     _norm1 = ' ';
     length _FORMAT $200;
     drop _FORMAT;
     length I_BAD $ 1;

     /*-- DMSPLIT TREE LOGIC --*/
     _k = 0;
     if DELINQ = . then _k = 0;
     else if DELINQ < 0.6 then _k = 0;
     else _k = 1;

     if _k = 0 then do;
        if DEBTINC = . then _k = 0;
        else if DEBTINC < 45.1377821000916 then _k = 0;
        else _k = 1;
        if _k = 0 then do;
           if DEBTINC = . then _k = 1;
           else if DEBTINC < 33.5383285500796 then _k = 0;
           else _k = 1;
           if _k = 0 then do;
              if VALUE = . then _k = 1;
              else if VALUE < 24958.18 then _k = 0;
              else _k = 1;
              if _k = 0 then do;
                 _FORMAT = put(REASON, $7.);
                 %DMNORMCP(_FORMAT, _norm1);
                 select(_norm1);
                    when('') _k = 0;
                    when('DEBTCON') _k = 1;
                    when('HOMEIMP') _k = 0;
                    otherwise do;
                       _warn_ = 'U';
                       goto T1MBZHEP;
                    end;
                 end;
                 if _k = 0 then do;
                    _pval = 0;
                    goto T1MBZHEP;
                 end;
                 else do;
                    _pval = 1;
                    goto T1MBZHEP;
                 end;
              end;
              else do;
                 if YOJ = . then _k = 1;
                 else if YOJ < 5.74 then _k = 0;
                 else _k = 1;
                 if _k = 0 then do;
                    _pval = 0.92821368948247;
                    goto T1MBZHEP;
                 end;
                 else do;
                    _pval = 0.9813829787234;
                    goto T1MBZHEP;
                 end;
              end;
           end;
           else do;
              if DEBTINC = . then _k = 0;
              else if DEBTINC < 34.0023066920801 then _k = 0;
              else _k = 1;
              if _k = 0 then do;
                 if CLAGE = . then _k = 0;
                 else if CLAGE < 186.917369751142 then _k = 0;
                 else _k = 1;
                 if _k = 0 then do;
                    _pval = 0.46215780998389;
                    goto T1MBZHEP;
                 end;
                 else do;
                    _pval = 0.74113475177304;
                    goto T1MBZHEP;
                 end;
              end;
              else do;
                 if DEROG = . then _k = 0;
                 else if DEROG < 2 then _k = 0;
                 else _k = 1;
                 if _k = 0 then do;
                    _pval = 0.94378698224852;
                    goto T1MBZHEP;
                 end;
                 else do;
                    _pval = 0.63157894736842;
                    goto T1MBZHEP;
                 end;
              end;
           end;
        end;
        else do;
            if CLAGE = . then _k = 0;
            else if CLAGE < 233.646712188928 then _k = 0;
            else _k = 1;
            if _k = 0 then do;
               _pval = 0;
               goto T1MBZHEP;
            end;
            else do;
               if YOJ = . then _k = 1;
               else if YOJ < 5.74 then _k = 0;
               else _k = 1;
               if _k = 0 then do;
                  _pval = 0;
                  goto T1MBZHEP;
               end;
               else do;
                  _pval = 1;
                  goto T1MBZHEP;
               end;
            end;
         end;
      end;
      else do;
         if DEBTINC = . then _k = 1;
         else if DEBTINC < 32.9705231315475 then _k = 0;
         else _k = 1;

         if _k = 0 then do;
            if DEBTINC = . then _k = 1;
            else if DEBTINC < 7.01370399865341 then _k = 0;
            else _k = 1;
            if _k = 0 then do;
               _pval = 0;
               goto T1MBZHEP;
            end;
            else do;
               if DEROG = . then _k = 0;
               else if DEROG < 1 then _k = 0;
               else _k = 1;
               if _k = 0 then do;
                  if DELINQ = . then _k = 0;
                  else if DELINQ < 5.208 then _k = 0;
                  else _k = 1;
                  if _k = 0 then do;
                     _pval = 0.90277777777777;
                     goto T1MBZHEP;
                  end;
                  else do;
                     _pval = 0;
                     goto T1MBZHEP;
                  end;
               end;
               else do;
                  if DELINQ = . then _k = 0;
                  else if DELINQ < 2.04 then _k = 0;
                  else _k = 1;
                  if _k = 0 then do;
                     _pval = 0.77777777777777;
                     goto T1MBZHEP;
                  end;
                  else do;
                     _pval = 0;
                     goto T1MBZHEP;
                  end;
               end;
            end;
         end;
         else do;
            if DEBTINC = . then _k = 0;
            else if DEBTINC < 36.3773556427399 then _k = 0;
            else _k = 1;
            if _k = 0 then do;
               if DEBTINC = . then _k = 0;
               else if DEBTINC < 33.7881629342337 then _k = 0;
               else _k = 1;
               if _k = 0 then do;
                  if DEBTINC = . then _k = 1;
                  else if DEBTINC < 33.7554573421262 then _k = 0;
                  else _k = 1;
                  if _k = 0 then do;
                     _pval = 0.85714285714285;
                     goto T1MBZHEP;
                  end;
                  else do;
                     _pval = 0.18162393162393;
                     goto T1MBZHEP;
                  end;
               end;
               else do;
                  if DELINQ = . then _k = 0;
                  else if DELINQ < 4.056 then _k = 0;
                  else _k = 1;
                  if _k = 0 then do;
                     _pval = 0.84946236559139;
                     goto T1MBZHEP;
                  end;
                  else do;
                     _pval = 0;
                     goto T1MBZHEP;
                  end;
               end;
            end;
            else do;
               if DEBTINC = . then _k = 0;
               else if DEBTINC < 43.0547473646769 then _k = 0;
               else _k = 1;
               if _k = 0 then do;
                  if DELINQ = . then _k = 0;
                  else if DELINQ < 4.056 then _k = 0;
                  else _k = 1;
                  if _k = 0 then do;
                     _pval = 0.85714285714285;
                     goto T1MBZHEP;
                  end;
                  else do;
                     _pval = 0;
                     goto T1MBZHEP;
                  end;
               end;
               else do;
                  if DEBTINC = . then _k = 0;
                  else if DEBTINC < 46.2598953912067 then _k = 0;
                  else _k = 1;
                  if _k = 0 then do;
                     _pval = 0.42307692307692;
                     goto T1MBZHEP;
                  end;
                  else do;
                     _pval = 0;
                     goto T1MBZHEP;
                  end;
               end;
            end;
         end;
      end;
 

      T1MBZHEP : /* terminal node */
        if _pval < 0 then _pval = 1;
          else if _pval > 1 then _pval = 0;
          else _pval = 1-_pval;

          /* binary target */
          if _warn_ ne 'U' then do;
             P_EVENT = _pval;
             P_NEVENT = 1-P_EVENT;
             if P_EVENT ge 0.5 then I_BAD = '1';
             else I_BAD = '0';
          end;
          else do;
             P_EVENT = 0.1994966442953;
             P_NEVENT = 0.80050335570469;
             I_BAD = '0';
          end;
          drop _pval _k _norm1;
          label P_EVENT = "Predicted: EVENT for BAD";
          label P_NEVENT = "Predicted: NO EVENT for BAD";
          label I_BAD = "Into: BAD";
run;