%macro cutoff(base=,event=,proba_etim=);

proc iml;

    use &base ;
    read all var {&event &proba_etim} into a;

        c=ncol(a);
        n=nrow(a);
        tb=j(100,1,0);
        tc=j(100,1,0);

                do s=1 to 100;

                n00=0;
                n11=0;

                        do i=1 to n;

                                if a[i,c]>=s/100 then yhat=1;
                                else yhat=0;

                                        if yhat=0 & a[i,c-1]=0 then n00i=1;
                                        else n00i=0;
                                        n00=n00+n00i;

                                        if yhat=1 & a[i,c-1]=1 then n11i=1;
                                        else n11i=0;
                                        n11=n11+n11i;

                        end;

                                tb[s,1]=(n00+n11)/n;
                                tc[s,1]=s/100;

                end;

                maxtb=max(tb);

                fin=j(100,2,0);

                        do j=1 to 100;

                                if tb[j,1]=maxtb then fin[j,1]=tb[j,1];
                                else fin[j,1]=0;

                                if tb[j,1]=maxtb then fin[j,2]=tc[j,1];
                                else fin[j,2]=0;

                        end;

    create sortie FROM fin ;
    append FROM fin ;
    close sortie ;

quit;

data sortie; set sortie;
    label COL1='n00+n11   n';
    label COL2='les cutoff optimaux';
run;

proc print data=sortie label noobs;
    where COL1^=0;
run;

%mend;

%cutoff(base=score1,event=incident,proba_etim=p_1);