CORRELATIONS Subcommand (SIMPLAN command)

The CORRELATIONS subcommand specifies the correlation matrix that describes any correlations between the simulated input fields. Correlations between inputs that will be simulated must be accounted for in order to ensure that the simulated values preserve those correlations. If the CORRELATIONS subcommand is omitted, correlations will be automatically determined from the fields in the active dataset associated with the simulated input fields. In that case, correlations for fields that do not exist in the active dataset are set to 0.

VARORDER. A list of variable names specifying the variable associated with each row in the correlation matrix. The n-th row in the correlation matrix specifies the correlations associated with the n-th variable in the list. The list must contain all input fields, except any fields that meet one of the following conditions:

  • The field has a nominal measurement level and its distribution is to be automatically determined (TYPE=AUTOFIT).
  • The distribution for the field has been explicitly set to the categorical distribution.
  • The field has been specified as a fixed input.

CORRMATRIX. A set of lists of values specifying the lower triangular portion of the correlation matrix. The n-th list specifies the n-th row of the lower triangular portion of the correlation matrix, including the diagonal element which always has the value 1. The number of lists must equal the number of fields specified on the VARORDER keyword. In the case that two input fields are uncorrelated, the associated element in the correlation matrix should be set to 0. Specified values must be between -1 and 1.

LOCK = YES | NO. Specifies whether the correlation matrix will be locked. If you are creating a simulation plan that you or someone else will work with in the user interface (in the Simulation Builder or the Run Simulation dialog) and you want to prevent recalculation of correlations from historical data (carried out as part of distribution fitting), then specify LOCK=YES. The default is LOCK=NO.

Example

Consider a model with continuous inputs input1, input2 and input3, all of which will be simulated. Assume the correlation matrix for these inputs is:

          input1  input2  input3
input1         1   0.091   0.011
input2     0.091       1  -0.105
input3     0.011  -0.105       1

The following specification represents this correlation matrix:

/CORRELATIONS 
  VARORDER= input1 input2 input3
  CORRMATRIX= 1; 0.091, 1; 0.011, -0.105 1