The HPCOPULA Procedure
Table 5.1 summarizes the statements and options that the HPCOPULA procedure uses.
Table 5.1: PROC HPCOPULA Functional Summary
|
Description |
Statement |
Option |
|---|---|---|
|
Data Set Options |
||
|
Specifies the input data set that contains the correlation matrix for elliptical copulas |
DEFINE |
CORR= |
|
Declaring the Role of Variables |
||
|
Specifies the names of the variables to use in copula fitting or in simulation |
VAR |
|
|
Copula Simulation Options |
||
|
Specifies the random sample size |
SIMULATE |
NDRAWS= |
|
Specifies the random number generator seed |
SIMULATE |
SEED= |
|
Output Control Options |
||
|
Specifies the output data set to contain the random samples from the simulation with uniform marginal distribution |
SIMULATE |
OUTUNIFORM= |