The HPCOPULA 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. You can use this option when MARGINALS=UNIFORM or MARGINALS=EMPIRICAL. If MARGINALS=EMPIRICAL, then this option enables you to obtain the samples that are simulated from the joint distribution specified by the copula, where all marginal distributions are uniform. The data are not created if you do not specify this option.
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.

Last updated: August 25, 2017