The COPULA Procedure
- Overview
- Getting Started
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Syntax
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DetailsSklar’s TheoremDependence MeasuresNormal CopulaStudent’s t copulaArchimedean CopulasHierarchical Archimedean Copula (HAC)Canonical Maximum Likelihood Estimation (CMLE)Exact Maximum Likelihood Estimation (MLE)Calibration EstimationNonlinear Optimization OptionsDisplayed OutputOUTCOPULA= Data SetOUTPSEUDO=, OUT=, and OUTUNIFORM= Data SetsODS Table NamesODS Graph Names
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Examples
- References
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 10.4.
Table 10.4: ODS Tables Produced in PROC COPULA
|
ODS Table Name |
Description |
Option |
|---|---|---|
|
ODS Tables Created by the FIT Statement |
||
|
ConvergenceStatus |
Convergence status |
Default |
|
Correlation |
Correlation matrix estimates |
Default with elliptical copulas |
|
KendallCorrelation |
Kendall Correlation matrix estimates |
Default with elliptical copulas |
|
SpearmanCorrelation |
Spearman Correlation matrix estimates |
Default with normal copula |
|
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 |