Action Principale : copulaSimulate
| 1 | DATA corrmatx; |
| 2 | INPUT _type_ $ _name_ $ y1 y2; |
| 3 | DATALINES; |
| 4 | corr y1 1.0 0.5 |
| 5 | corr y2 0.5 1.0 |
| 6 | ; |
| 7 | RUN; |
| 8 | |
| 9 | DATA simulatedData; |
| 10 | DO i = 1 to 100; |
| 11 | u1 = rand('UNIFORM'); |
| 12 | u2 = rand('UNIFORM'); |
| 13 | y1 = quantile('NORMAL', u1); |
| 14 | y2 = quantile('NORMAL', u2); |
| 15 | OUTPUT; |
| 16 | END; |
| 17 | keep y1 y2; |
| 18 | RUN; |
| 19 | |
| 20 | PROC CASUTIL; |
| 21 | load DATA=corrmatx outcaslib="casuser" casout="corrmatx" replace; |
| 22 | load DATA=simulatedData outcaslib="casuser" casout="simulatedData" replace; |
| 23 | QUIT; |