The HPCOPULA Procedure

The HPCOPULA procedure is a high-performance version of the SAS/ETS COPULA procedure, which simulates data from a specified copula.

Unlike the COPULA procedure, which can be run only on one thread, the HPCOPULA procedure takes advantage of a computing environment in which the optimization task can be distributed to multiple threads. When several threads are used, the result is a highly parallel computation that provides a dramatic gain in performance.

By default, PROC HPCOPULA performs computations on multiple threads.