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The HPCOPULA Procedure

Overview
PROC HPCOPULA Features
Getting Started
Syntax
Functional Summary PROC HPCOPULA Statement DEFINE Statement SIMULATE Statement PERFORMANCE Statement VAR Statement
Details
Sklar’s Theorem Dependence Measures Normal Copula Student’s t copula Archimedean Copulas OUTUNIFORM= Data Sets
Examples
Simulating Default Times
References

OUTUNIFORM= Data Sets

The number of columns and the names of columns in OUTUNIFORM= data sets match the number and names of the variables in the VAR statement.

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