Action Principale : copulaSimulate
| 1 | DATA mycorr; |
| 2 | _name_ = 'y1'; _type_='CORR'; y1=1; y2=0.6; OUTPUT; |
| 3 | _name_ = 'y2'; _type_='CORR'; y1=0.6; y2=1; OUTPUT; |
| 4 | RUN; |
| 5 | |
| 6 | DATA empdata; |
| 7 | DO i = 1 to 1000; |
| 8 | y1 = rannor(12345); |
| 9 | y2 = 0.5 * y1 + sqrt(1 - 0.5**2) * rannor(12345); |
| 10 | OUTPUT; |
| 11 | END; |
| 12 | RUN; |
| 13 | |
| 14 | PROC CASUTIL; |
| 15 | load DATA=mycorr casout='mycorr' replace; |
| 16 | load DATA=empdata casout='empdata' replace; |
| 17 | QUIT; |