PROC HPCOPULA Features
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The HPCOPULA Procedure (Experimental)

PROC HPCOPULA Features

The HPCOPULA procedure enables you to simulate a specified copula, and it supports the following types of copulas:

  • normal copula

  • $t$ copula

  • Archimedean copulas:

    • Clayton copula

    • Frank copula

    • Gumbel copula

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