%macro CumInc(Data,Strata,Time,Surv);

/* Number of Stratas */

proc sort data=&Data;
 by &Strata;

data nstrat;
 set &Data end=last;
  by &Strata;
  firstS=first.&Strata;
  retain nStrata 0;
   nStrata+firstS;
  if last then call symput('nStrata',nStrata);
  drop firstS;
run;


/* Observations in ciData are deleted */


data newData; 
 set &Data;
 start=(&Time eq 0);   
  retain komb 0;
   komb+start;
  med=0;
 %do k=0 %to (&nStrata-1) %by 1;
   med=med+(komb eq (1+&k*(&nStrata+1)));
 %end;
 if (med eq 1);  
 drop start med komb;
run;

/* Time vector */

 proc sort data=newData;
  by &Time;
 
 data Time (keep=&Time); 
  set newData;
 %do i=1 %to &nStrata %by 1;
  if &Time=lag(&Time) then delete;
 %end;


/* Strata vector */

 proc sort data=newData;
  by &Strata &Time;

 data temp1;
  set newData; by &Strata;
  retain stratum 0;
  stratum+first.&Strata;

/*  A=sum(A_1,...,A_nStrata) */

 %do i=1 %to &nStrata %by 1;
  data data&i;
   set temp1;
   if stratum=&i;

  data data&i (keep = &Time A&i);
   merge data&i Time; by &Time;  
   retain Surv&i;
   if not (&Surv=.) then Surv&i=&Surv;
   A&i=-log(Surv&i);

 %end;


 data A_and_S;
  A=0;
  %do i=1 %to &nStrata %by 1;
   merge data&i; by &Time;
   A+A&i;
 %end;

 dA=A-lag(A);
 if dA eq . then dA=0;

 retain S 1;
 S+S*(1-dA)-S;
  lagS=lag(S);
run;



 /* Output */

 data temp2 (keep = &Strata &Time);
  set temp1; 
 proc sort data=temp2; by &Time;

 data temp3;
  merge temp2 A_and_S; by &Time;
 proc sort data=temp3; by &Strata &Time;


 data data0 (keep = &Time p stratum);
  set temp3; by &Strata;
*   lagS=lag(S);

   if first.&Strata then do;
    lagS=1; end;
   
   retain stratum 0;
   stratum+first.&Strata;

   %do i=1 %to &nStrata %by 1;
    lagA&i=lag(A&i);
    if ((stratum eq &i) and (first.&Strata)) then lagA&i=0;
    if (stratum ne &i) then lagA&i=0;

    l&i=(stratum=&i)*(lagS*(A&i-lagA&i));
    retain p&i 0;
    p&i+l&i; 
    if (stratum ne &i) then p&i=0;
   %end;

    p=0;
  %do i=1 %to &nStrata %by 1;
    p=p+p&i; %end;
run;





/* put data into the right form */

%do i=1 %to &nStrata;
 data data&i;
  set data0;
   if (stratum eq &i);
   p0&i=p; drop p stratum;

 proc sort data=data&i;
  by &Time;
%end;

 data data;
  set data1;
%do i=1 %to &nStrata;
 data data;
  merge data data&i;
   by &Time;
%end;


/* ... and complete the p's */

proc sort data=data;
 by &Time;

data data; 
 set data end=last;
  by &Time;
   n=_N_;
  if last then call symput('nobs',n);
  drop n;


data data;
 set data;
  %do i=1 %to &nStrata;
   %do j=1 %to &nobs;
    dummy=lag(p0&i);
    if (p0&i eq .) then p0&i=dummy;
   %end;
  %end;
  drop dummy;
  p00=1;
  %do i=1 %to &nStrata;
   p00=p00-p0&i;
  %end;

%mend CumInc;