The COPULA Procedure (Experimental)
- Overview
- Getting Started
-
Syntax
-
Details
Sklar’s Theorem Dependence Measures Normal Copula Student’s t copula Archimedean Copulas Canonical Maximum Likelihood Estimation (CMLE) Exact Maximum Likelihood Estimation (MLE) Calibration Estimation Nonlinear Optimization Options Displayed Output OUTCOPULA= Data Set OUTPSEUDO=, OUT=, and OUTUNIFORM= Data Sets ODS Table Names ODS Graph Names
-
Examples
- References
| ODS Table Names |
PROC COPULA assigns a name to each table it creates. You can use these names to denote the table when you use the Output Delivery System (ODS) to select tables and create output data sets. These names are listed in Table 10.3.
ODS Table Name |
Description |
Option |
|---|---|---|
ODS Tables Created by the FIT Statement |
||
ConvergenceStatus |
Convergence status |
Default |
Correlation |
Correlation matrix estimates |
Default with elliptical copulas |
FitSummary |
Summary of nonlinear estimation |
Default |
ParameterEstimates |
Parameter estimates |
Default |
ConvergenceStatus |
Convergence status |
ITPRINT |
InputOptions |
Input options |
ITPRINT |
IterHist |
Iteration history |
ITPRINT |
IterStart |
Optimization start |
ITPRINT |
IterStop |
Optimization results |
ITPRINT |
ParameterEstimatesResults |
Parameter estimates |
ITPRINT |
ParameterEstimatesStart |
Parameter estimates |
ITPRINT |
ProblemDescription |
Problem description |
ITPRINT |