The COPULA Procedure
- Overview
- Getting Started
-
Syntax
-
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
-
Examples
- References
Nonlinear Optimization Options
PROC COPULA uses the nonlinear optimization (NLO) subsystem to perform nonlinear optimization tasks. In the PROC COPULA statement, you can specify nonlinear optimization options that are then passed to the NLO subsystem. For a list of all the nonlinear optimization options, see Chapter 7: Nonlinear Optimization Methods.