Data Prep: ecm - WeAreCAS

Preparation Code

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1
2	DATA casuser.copula_sim;
3	call streaminit(12345);
4	DO i = 1 to 5000;
5	u_corp = rand('UNIFORM');
6	u_retail = rand('UNIFORM');
7	OUTPUT;
8	END;
9
10	RUN;
11
12	DATA casuser.marg_corp;
13	call streaminit(12345);
14	DO i = 1 to 5000;
15	_DRAWID_=1;
16	_AGGSEV_ = rand('LOGNORMAL', 5, 1);
17	OUTPUT;
18	END;
19
20	RUN;
21
22	DATA casuser.marg_retail;
23	call streaminit(67890);
24	DO i = 1 to 5000;
25	_DRAWID_=1;
26	_AGGSEV_ = rand('GAMMA', 3);
27	OUTPUT;
28	END;
29
30	RUN;
31

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