The HPCOPULA Procedure

Functional Summary

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=