CCOPULA Procedure
Functional Summary
Table 1 summarizes the statements and options that the CCOPULA procedure uses.
Table 1: Functional Summary
| Description | Statement | Option |
|---|---|---|
| Data Table Options | ||
| Specifies the input data table | PROC CCOPULA | DATA= |
| Specifies the input data table that contains the correlations matrix for elliptical copulas | DEFINE | CORR= |
| Specifies the input data table that contains the correlations matrix defined in Kendall’s tau for elliptical copulas | DEFINE | KENDALL= |
| Specifies the input data table 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 table 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 table 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 table 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 | DISPLAY | |
| Specifies the ODS tables to save as output tables | DISPLAYOUT |
Last updated: July 09, 2026