Data Prep: ecm - WeAreCAS

Preparation Code

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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

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ecm ecm En cours
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