COPULA Procedure
Functional Summary
Table 1 summarizes the statements and options used with the COPULA procedure.
Table 1: PROC COPULA Functional Summary
| Description | Statement | Option |
|---|---|---|
| Data Set Options | ||
| Specifies the input data set | COPULA | DATA= |
| Specifies the input data set that contains the correlation matrix for elliptical copulas | DEFINE | CORR= |
| Specifies the input data set that contains the correlation matrix defined in Kendall’s tau for elliptical copulas | DEFINE | KENDALL= |
| Specifies the input data set that contains the correlation matrix defined in Spearman’s rho for elliptical copulas | DEFINE | SPEARMAN= |
| Specifies the degrees of freedom for t copulas | DEFINE | DF= |
| Specifies the parameter value for Archimedean copulas | DEFINE | THETA= |
| Specifies the hierarchy for hierarchical Archimedean copulas | DEFINE | HIERARCHY= |
| 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 | |
| Plotting Options | ||
| Prints a summary iteration listing | FIT | ITPRINT |
| Suppresses the normal printed output | FIT | NOPRINT |
| Requests all printing options | FIT | PRINTALL |
| Suppresses the correlation matrix printed output | FIT | NOCORR |
| Printing Control Options | ||
| Displays plots for fitted copulas | FIT | PLOTS= |
| Displays plots for simulated copulas | SIMULATE | PLOTS= |
| Optimization Process Control Options | ||
| Sets boundary restrictions on parameters | BOUNDS | |
| Selects the iterative minimization method to use | FIT | METHOD= |
| 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 marginal distribution of the simulated variables | SIMULATE | MARGINALS= |
| Specifies the random sample size | SIMULATE | NDRAWS= |
| Specifies the random number generator seed | SIMULATE | SEED= |
| Output Control Options | ||
| Specifies the output data set to contain the fitted copula values | FIT | OUTCOPULA= |
| Specifies the output data set to contain pseudo-samples with the uniform marginal distribution | FIT | OUTPSEUDO= |
| Specifies the output data set to contain the random samples from the simulation | SIMULATE | OUT= |
| Specifies the output data set to contain the random samples from the simulation with uniform marginal distribution | SIMULATE | OUTUNIFORM= |
Last updated: June 19, 2025