Find out how analytics, from data mining to cognitive computing, is changing the way we do business
Simulate multivariate correlated data by using PROC COPULA in SAS
In general, it is hard to simulate multivariate data that has a specified correlation structure. Copulas make that task easier for continuous distributions. A previous article presented the geometry behind a copula and explained copulas in an intuitive way. Although I strongly believe that statistical practitioners should be familiar with
