CCOPULA Procedure
PROC CCOPULA Compared with Other SAS Procedures
The CCOPULA procedure provides copula simulation and model fitting functionality comparable to that of the HPCOPULA and COPULA procedures in SAS/ETS software.
PROC CCOPULA Compared with the HPCOPULA Procedure
The functionality of the CCOPULA procedure closely resembles that of the HPCOPULA procedure, which is a high-performance procedure. The CCOPULA procedure is the next generation of the HPCOPULA procedure, and it was developed specifically for SAS Viya. Both procedures are designed to run on a cluster of machines that distribute the data and the computations. Both procedures perform computations in multiple threads on multiple machines.
The CCOPULA procedure provides all the functionality of the HPCOPULA procedure.
PROC CCOPULA Compared with the COPULA Procedure
The CCOPULA procedure is specifically designed to operate on SAS Viya and performs computations in multiple threads on multiple machines. By contrast, the COPULA procedure runs only in a single thread on a single machine.
This release of the CCOPULA procedure contains some, but not all, of the functionality present in the COPULA procedure. The COPULA procedure provides the following feature, which is not present in the CCOPULA procedure:
hierarchical Archimedean copulas