The COPULA Procedure
- Overview
- Getting Started
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Syntax
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DetailsSklar’s TheoremDependence MeasuresNormal CopulaStudent’s t copulaArchimedean CopulasCanonical Maximum Likelihood Estimation (CMLE)Exact Maximum Likelihood Estimation (MLE)Calibration EstimationNonlinear Optimization OptionsDisplayed OutputOUTCOPULA= Data SetOUTPSEUDO=, OUT=, and OUTUNIFORM= Data SetsODS Table NamesODS Graph Names
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Examples
- References
Statistical procedures use ODS Graphics to create graphs as part of their output. ODS Graphics is described in detail in Chapter 21: Statistical Graphics Using ODS in SAS/STAT User's Guide.
Before you create graphs, ODS Graphics must be enabled (for example, with the ODS GRAPHICS ON statement). For more information about enabling and disabling ODS Graphics, see the section “Enabling and Disabling ODS Graphics” in that chapter.
The overall appearance of graphs is controlled by ODS styles. Styles and other aspects of using ODS Graphics are discussed in the section “A Primer on ODS Statistical Graphics” in that chapter.
PROC COPULA assigns a name to each graph it creates by using ODS. You can use these names to refer to the graphs when you use ODS. The names are listed in Table 10.4.
Table 10.4: ODS Graphics Produced by PROC COPULA
|
ODS Graph Name |
Plot Description |
Statement |
PLOTS= Option |
|---|---|---|---|
|
MatrixPlotOrig |
Matrix panel of pairwise scatter plots of the original data |
FIT |
DATATYPE=BOTH, DATATYPE=ORIGINAL |
|
MatrixPlotUnif |
Matrix panel of pairwise scatter plots of the original data transformed into uniform marginals |
FIT |
DATATYPE=BOTH, DATATYPE=UNIFORM |
|
MatrixPlotSOrig |
Matrix panel of pairwise scatter plots of the simulated data |
SIMULATE |
DATATYPE=BOTH, DATATYPE=ORIGINAL |
|
MatrixPlotSUnif |
Matrix panel of pairwise scatter plots of the simulated data transformed into uniform marginals |
SIMULATE |
DATATYPE=BOTH, DATATYPE=UNIFORM |
|
ScatterPlotOrig |
Pairwise scatter plots of the original data |
FIT |
DATATYPE=BOTH UNPACK, DATATYPE=ORIGINAL UNPACK |
|
ScatterPlotUnif |
Pairwise scatter plots of the original data transformed into uniform marginals |
FIT |
DATATYPE=BOTH UNPACK, DATATYPE=UNIFORM UNPACK |
|
ScatterPlotSOrig |
Pairwise scatter plots of the simulated data |
SIMULATE |
DATATYPE=BOTH UNPACK, DATATYPE=ORIGINAL UNPACK |
|
ScatterPlotSUnif |
Pairwise scatter plots of the simulated data transformed into uniform marginals |
SIMULATE |
DATATYPE=BOTH UNPACK, DATATYPE=UNIFORM UNPACK |
|
CdfContourPlot |
Contour plot of theoretical bivariate CDF function |
SIMULATE |
DISTRIBUTION=CDF |
|
CdfSurfacePlot |
Surface plot of theoretical bivariate CDF function |
SIMULATE |
DISTRIBUTION=CDF |
|
PdfContourPlot |
Contour plot of theoretical bivariate PDF function |
SIMULATE |
DISTRIBUTION=PDF |
|
PdfSurfacePlot |
Surface plot of theoretical bivariate PDF function |
SIMULATE |
DISTRIBUTION=PDF |
|
ChiPlotOrig |
Tail dependence plot matrix with original data |
FIT |
|
|
ChiPlotUnif |
Tail dependence plot matrix with original data transformed into uniform marginals |
FIT |
|
|
ChiPlotSOrig |
Tail dependence plot matrix with simulated data |
SIMULATE |
|
|
ChiPlotSUnif |
Tail dependence plot matrix with simulated data transformed into uniform marginals |
SIMULATE |
|
|
ChiPlot |
Pairwise tail dependence plot of the data |
FIT |
UNPACK |
|
ChiPlotS |
Pairwise tail dependence plot of the simulated data |
SIMULATE |
UNPACK |