Action Principale : ecm
| 1 | |
| 2 | DATA work.copula_sim; |
| 3 | DO i=1 to 10000; |
| 4 | u1 = rand('Uniform'); |
| 5 | u2 = rand('Uniform'); |
| 6 | OUTPUT; |
| 7 | END; |
| 8 | |
| 9 | RUN; |
| 10 | |
| 11 | DATA work.margin1; |
| 12 | DO i=1 to 5000; |
| 13 | loss = rand('Lognormal', 10, 1); |
| 14 | id = 'Line1'; |
| 15 | OUTPUT; |
| 16 | END; |
| 17 | |
| 18 | RUN; |
| 19 | |
| 20 | DATA work.margin2; |
| 21 | DO i=1 to 5000; |
| 22 | loss = rand('Gamma', 5, 1000); |
| 23 | id = 'Line2'; |
| 24 | OUTPUT; |
| 25 | END; |
| 26 | |
| 27 | RUN; |
| 28 | |
| 29 | PROC CAS; |
| 30 | upload path="work.copula_sim" casout={name="copula_data", replace=true}; |
| 31 | upload path="work.margin1" casout={name="margin_line1", replace=true}; |
| 32 | upload path="work.margin2" casout={name="margin_line2", replace=true}; |
| 33 | |
| 34 | RUN; |
| 35 |