HPCOPULA Procedure

(Experimental)

The new HPCOPULA procedure is a high-performance version of the COPULA procedure in SAS/ETS software, which enables you to simulate realizations of multivariate distributions by using the copula approach.

The HPCOPULA procedure supports simulation of multivariate distributions for the following types of copulas:

  • normal copula

  • t copula

  • Clayton copula

  • Gumbel copula

  • Frank copula