Action Principale : copulaFit
| 1 | DATA simudata; |
| 2 | keep y1 y2 y3; |
| 3 | DO i = 1 to 1000; |
| 4 | u1 = rand('UNIFORM'); |
| 5 | u2 = rand('UNIFORM'); |
| 6 | u3 = rand('UNIFORM'); |
| 7 | y1 = quantile('NORMAL', u1); |
| 8 | y2 = 0.5*y1 + sqrt(1 - 0.5*0.5)*quantile('NORMAL', u2); |
| 9 | y3 = 0.2*y1 + 0.3*y2 + sqrt(1 - 0.2*0.2 - 0.3*0.3 - 2*0.2*0.3*0.5)*quantile('NORMAL', u3); |
| 10 | OUTPUT; |
| 11 | END; |
| 12 | RUN; |
| 13 | |
| 14 | DATA mycas.simudata; |
| 15 | SET simudata; |
| 16 | RUN; |