Action Principale : ecm
| 1 | |
| 2 | PROC CAS; |
| 3 | dataStep.runCode / code = " |
| 4 | data casuser.simulacion_copula; |
| 5 | call streaminit(123); |
| 6 | do i = 1 to 10000; |
| 7 | u_riesgo1 = rand('UNIFORM'); |
| 8 | u_riesgo2 = rand('UNIFORM'); |
| 9 | output; |
| 10 | end; |
| 11 | |
| 12 | run; |
| 13 | |
| 14 | data casuser.marginal_a; |
| 15 | call streaminit(123); |
| 16 | do i = 1 to 2000; |
| 17 | perdida = rand('LOGNORMAL', 4, 1); |
| 18 | output; |
| 19 | end; |
| 20 | |
| 21 | run; |
| 22 | |
| 23 | data casuser.marginal_b; |
| 24 | call streaminit(456); |
| 25 | do i = 1 to 2000; |
| 26 | perdida = rand('GAMMA', 3, 500); |
| 27 | output; |
| 28 | end; |
| 29 | |
| 30 | run; |
| 31 | "; |
| 32 | |
| 33 | RUN; |
| 34 |