[R] Converting IEEE Float in 16 char hex back to float
Roger DeAngelis(xlr82sas)
rdeangel at amgen.com
Mon Mar 1 18:57:06 CET 2010
Hi,
DSREAD utility solves the 200 byte, 8 char name and potential precision
errors with other methods of transfering SAS datasets to perl and R.
Importing SAS datasets(sas7bdat) into R
(32 bit windows 2000, 32 bit SAS 9.2 and
32 bit R version 2.9.0 (2009-04-17)
Here is what I want to accomplish, the double floats below show data
from SAS to R.
They are exactly the same in R and SAS memory, bit for bit.
R Internal SAS Internal
16 Byte Float 16 byte Float
3FFAAAAAAAAAAAAB 3FFAAAAAAAAAAAAB
4002AAAAAAAAAAAB 4002AAAAAAAAAAAB
400D555555555555 400D555555555555
3FF6666666666666 3FF6666666666666
3FFCCCCCCCCCCCCD 3FFCCCCCCCCCCCCD
400199999999999A 400199999999999A
4004CCCCCCCCCCCD 4004CCCCCCCCCCCD
3FF4924924924925 3FF4924924924925
3FF9249249249249 3FF9249249249249
3FFDB6DB6DB6DB6E 3FFDB6DB6DB6DB6E
4001249249249249 4001249249249249
3FF2E8BA2E8BA2E9 3FF2E8BA2E8BA2E9
3FF5D1745D1745D1 3FF5D1745D1745D1
3FF8BA2E8BA2E8BA 3FF8BA2E8BA2E8BA
3FFBA2E8BA2E8BA3 3FFBA2E8BA2E8BA3
3FF2762762762762 3FF2762762762762
3FF4EC4EC4EC4EC5 3FF4EC4EC4EC4EC5
3FF7627627627627 3FF7627627627627
3FF9D89D89D89D8A 3FF9D89D89D89D8A
1.7976931348623E 1.7976931348623E
0010000000000000 0010000000000000
I don't believe this high accuracy transfer is possible with any
other method except ODBC,
but SAS ODBC is unsatisfactory for me. If you use CSV with the maximum
assured decimal
precision(15 significant digits?). The CSV decimal numbers will only
approximate the double floats.
I consider the Csv to be corrupt if the relative of absolute
difference using the decimal
Csv numbers and the memory floats is greater than 10^-12. There are
two sources of error first
the SAS floats are decimally rounded and converted to decimal then the
rounded decimal
approximations are converted into R floats.
Status of R Internal CSV
Csv 16 Byte Float
Csv corrupt 3FFAAAAAAAAAAAAB 1.66666666666667 >10^-12 different
Csv corrupt 4002AAAAAAAAAAAB 2.33333333333333
Csv corrupt 400D555555555555 3.66666666666667
Csv OK 3FF6666666666666 1.4
Csv OK 3FFCCCCCCCCCCCCD 1.8
Csv OK 400199999999999A 2.2
Csv OK 4004CCCCCCCCCCCD 2.6
Csv corrupt 3FF4924924924925 1.28571428571429
Csv corrupt 3FF9249249249249 1.57142857142857
Csv corrupt 3FFDB6DB6DB6DB6E 1.85714285714286
Csv corrupt 4001249249249249 2.14285714285714
Csv corrupt 3FF2E8BA2E8BA2E9 1.18181818181818
Csv corrupt 3FF5D1745D1745D1 1.36363636363636
Csv corrupt 3FF8BA2E8BA2E8BA 1.54545454545455
Csv corrupt 3FFBA2E8BA2E8BA3 1.72727272727273
Csv corrupt 3FF2762762762762 1.15384615384615
Csv corrupt 3FF4EC4EC4EC4EC5 1.30769230769231
Csv corrupt 3FF7627627627627 1.46153846153846
Csv corrupt 3FF9D89D89D89D8A 1.61538461538462
Csv corrupt 1.7976931348623E 1.7976931348623E+308
Csv corrupt 0010000000000000 2.2250738585072E-308
Bacground
1. Provide absolutely loss less transfer
of character(max 32756 bytes per character variable) and numeric
data from SAS to R
Since SAS has only two datatypes so this code should be
exhaustive.
2. This code is useful because:
a. The SAS ODBC driver requires the user to not only have
SAS but the user must bring up a SAS session and
the session has to be closed manually. (SAS issue not a
foreign issue)
b. The foreign package also requires interaction with SAS. (SAS
issue)
c. SASxport only supports 8 character SAS names and a max of
200 byte character values. (This is a SAS issue not a SASxport
issue)
d. SASxport creates floating point doubles that have an 8 bit
exponent
and 56 bit mantissa while IEEE is 11 bit exponent and 53 bit
mantissa
(sometimes defined slightly differently depending of where you
consider
the sign bits). This results is the loss of some very small
and
very large numbers. ( SAS issue not a SASxport issue)
3. How this code overcomes the issues above for import only.
You need the dsread exec in the previous mesage. Also the input
SAS dataset must have
16 byte character representations for the floats. I am working with
the developer to see what we
can do about this..
He will make it an option on the invocation to do the hex conversion
for numerics.
Here is the R code run inside a SAS datastep. Actually I can interact
with the output of the R code
in the same dataqstep. It is also possible to run perl, SAS procs and
other SAS languages in the same datastep.
Note the input pipe, no physical CSV file is produced).
If there is interest I can provide the code that executes R.
data _null_;
length pgm $1250;
pgm=compbl("
library (SASxport);
library (foreign);
hexdigits <- function(s) {;
digits <- 0:15;
names(digits) <- c(0:9, LETTERS[1:6]);
digits[strsplit(s, '')[[1]]];
};
bytes <- function(s) {;
digits <- matrix(hexdigits(s), ncol=2, byrow=TRUE);
digits;
as.raw(digits %*% c(16,1));
};
todouble <- function(bytes) {;
con <- rawConnection(bytes);
val <- readBin(con, 'double', endian='big');
close(con);
val;
};
x <-c(1:21);
rc<-c(1:21);
ln<-c(1:21);
z<-read.table(pipe('C:\\tip\\dsread.exe -v C:\\tip\
\fix.sas7bdat'),header=TRUE,sep=',',colClasses='character');
st<-z$STR;
lin<-z$LIN;
d<-as.numeric(z$DECIMAL_REPRESENTATION);
h<-as.character(z$HEXIDECIMAL_REPRESENTATION);
for ( i in 1:21 ) {;
x[i] <- todouble(bytes(h[i]));
rc[i] <- if (((abs( x[i] - d[i] ) > 1E-12 )) || ;
(abs((x[i] - d[i])/x[i] ) > 1E-12 )) 0 else 1;
ln[i] <- nchar(st[i], type = 'bytes');
};
R_ntrnl <-h ;
SASntrnl <-h ;
R_deciml <-sprintf('%.14e',x);
SAS_deciml <-sprintf('%.14e',x);
Csv_stmat <-z$DECIMAL_UNTOUCHED;
Corrupt <-rc;
datfrm <-
data.frame(R_ntrnl ,SASntrnl ,R_deciml ,SAS_deciml ,Csv_stmat
,Corrupt,ln,lin);
write.xport(datfrm,file='C:\\utl\
\datfrm.xpt',autogen.formats=FALSE);
");
call rxeq(pgm);
call getxpt('datfrm');
run;
SAS code to create fix.sas7bdat
options xsync xwait;run;
%let fac=1000;
data "c:\tip\fix.sas7bdat"(drop=prime nonprime byt);
retain byt 0 str;
length str $%eval(&fac * 32);
do prime=3,5,7,11,13;
do nonprime=2,4,6,8;
byt+&fac;
str=repeat(byte(64+byt/&fac),byt);
decimal_representation =nonprime/prime+1;
hexidecimal_representation=put(decimal_representation,hex16.);
decimal_untouched =cats(put(round(decimal_representation,
1e-14),best32.));
lin=length(str);
if decimal_representation ne 3 then output;
end;
end;
decimal_representation =constant('big');
hexidecimal_representation=put(constant('big'),e20.);
decimal_untouched =cats(put(decimal_representation,e20.));
str=repeat('@',%eval(&fac * 30));
lin=length(str);
output;
decimal_representation =constant('small');
hexidecimal_representation=put(constant('small'),hex16.);
decimal_untouched =cats(put(decimal_representation,e20.));
str=repeat('@',%eval(&fac * 32));
lin=length(str);
output;
format _numeric_ e20.;
run;
--
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