The CCOPULA Procedure
Functional Summary
Table 6.1 summarizes the statements and options that the CCOPULA procedure uses.
Table 6.1: Functional Summary
Description | Statement | Option |
|---|---|---|
Data Set Options | ||
Specifies the input data set | PROC CCOPULA | DATA= |
Specifies the input data set that contains the correlations matrix for elliptical copulas | DEFINE | CORR= |
Specifies the input data set that contains the correlations matrix defined in Kendall’s tau for elliptical copulas | DEFINE | KENDALL= |
Specifies the input data set that contains the correlations matrix defined in Spearman’s rho for elliptical copulas | DEFINE | SPEARMAN= |
Copula Fitting Options | ||
Specifies the method to use | FIT | METHOD= |
Specifies the input data set that contains the correlations matrix for elliptical copulas | FIT | CORR= |
Specifies the parameter value for Archimedean copulas | FIT | THETA= |
Specifies the degrees of freedom for t copulas | FIT | DF= |
Declaring the Role of Variables | ||
Specifies the names of the variables to use in copula fitting or in simulation | VAR | |
Specifies BY-group processing | BY | |
Options to Control the Optimization Process | ||
Selects the iterative minimization method to use | FIT | OPTMETHOD= |
Specifies the maximum number of iterations for the optimization when you are fitting a t or Archimedean copula and METHOD=MLE | FIT | MAXITER= |
Sets initial values for parameters | FIT | INIT= |
Copula Estimation Options | ||
Specifies the marginal distribution of the individual variables | FIT | MARGINALS= |
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 normalized pseudo-data used for model fitting | FIT | OUTPSEUDO= |
Specifies the output item store to preserve the properties of the copula that is fit and the results of fitting the copula | FIT | STORE= |
Specifies the output data set to contain the random samples from the simulation with uniform marginal distribution | SIMULATE | OUTUNIFORM= |
Prints timing information | PROC CCOPULA | PRINTTIMING |
Specifies the ODS tables to display | ||
Specifies the ODS tables to save as CAS output tables |