The CCOPULA Procedure

SIMULATE Statement

SIMULATE <copula-name-list> / options;

The SIMULATE statement simulates data from a specified copula model. The copula name specification is the name of a defined copula as specified by name in the DEFINE statement. You can specify the following options:

NDRAWS=integer: specifies the number of draws to generate for this simulation. By default, NDRAWS=100.
OUTUNIFORM=SAS-data-set: specifies the output data set to contain the result of the simulation in uniform margins. The data are not created if you do not specify this option.
RESTORE=SAS-item-store: specifies the input item store that contains the results of fitting a copula. The final estimates, correlations, and other properties of the model that are preserved in the RESTORE= item store are used to define the simulation. The DEFINE and VAR statements are ignored if this option is specified.
SEED=integer: specifies the seed for generating random numbers for the simulation. If you do not provide the seed, a random number is used as the seed.
TOLERANCE=value: specifies the tolerance allowed for the simulation.

Last updated: June 14, 2018