The HPCOPULA Procedure (Experimental)

The HPCOPULA procedure is a high-performance version of the SAS/ETS COPULA procedure, which simulates data from a specified copula. Unlike the COPULA procedure, which can be run only on an individual workstation, the HPCOPULA procedure takes advantage of a computing environment in which the optimization task can be distributed to one or more nodes. In addition, each node can use one or more threads to perform the optimization on its subset of the data. When several nodes are used and each node uses several threads to carry out its part of the work, the result is a highly parallel computation that provides a dramatic gain in performance.

You can use the HPCOPULA procedure to read and write data in distributed form and perform analyses either in single-machine mode or in distributed mode. For more information about the execution mode of SAS High-Performance Analytics procedures, see the section Processing Modes in Chapter 3: Shared Concepts and Topics.

The HPCOPULA procedure is specifically designed to operate in the high-performance distributed environment. By default, PROC HPCOPULA performs computations in multiple threads.