Palisade Knowledge Base

HomeTechniques and TipsCorrelation in @RISKCopulas

5.20. Copulas

Applies to: @RISK 7.x

I need something more general than rank-order correlation. Does @RISK support copulas?

Yes, beginning with release 7.0.0, @RISK supports copulas. See "Define Copula Command" in the @RISK user manual or help file.

If you have an earlier version and would like to use copulas, please see Upgrading Palisade Software.

Last edited: 2015-08-13

This page was: Helpful | Not Helpful