How do I specify the correlation matrix for elliptical copulas?

5 vues

Réponse

For elliptical copulas, you can specify the Pearson correlation matrix using the 'corrtable' parameter, the Kendall correlation matrix with 'KendallCorrtable', or the Spearman correlation matrix with 'SpearmanCorrtable' for Gaussian copulas.
Did this answer help you?
copulaSimulate

copula

See technical action
Other questions about copulaSimulate
What is the purpose of the 'define' parameter? Which copula types can be specified with the 'copulatype' parameter? What is the 'df' parameter used for? What is the 'seed' parameter for? Can I use a previously fitted model for simulation?
Copyright © WeAreCAS 2014-2026
SAS and all other SAS Institute Inc. product or service names are registered trademarks or trademarks of SAS Institute Inc. in the USA and other countries. ® indicates USA registration. WeAreCAS is an independent community site and is not affiliated with SAS Institute Inc.