You must specify the CMPLIB= system option in order to use the new function in a DATA step or supported PROC step. The CMPLIB= system option specifies one or more data sets that store user-defined functions. In this example, function ReverseName is saved to orion.functions.

options cmplib=orion.functions;

The function ReverseName is called in the following code.

options cmplib=orion.functions;
data work.emplist;
    set orion.employeeaddresses;
    NewName=ReverseName(EmployeeName);
run;