bw_bern: Bandwidth selection for the Bernstein copula estimator
In kdecopula: Kernel Smoothing for Bivariate Copula Densities
bw_bern R Documentation
Bandwidth selection for the Bernstein copula estimator
Description
The optimal size of knots is chosen by a rule of thumb adapted from
Rose (2015).
Usage
bw_bern(udata)
Arguments
udata
data.
Details
The formula is
max(1, round(n^(1/3) * exp(abs(rho)^(1/n)) * (abs(rho) + 0.1))),
where \rho is the empirical Spearman's rho of the data.
Value
optimal order of the Bernstein polynomials.
kdecopula documentation built on April 4, 2025, 2:28 a.m.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
| bw_bern | R Documentation |
Bandwidth selection for the Bernstein copula estimator
Description
The optimal size of knots is chosen by a rule of thumb adapted from Rose (2015).
Usage
bw_bern(udata)
Arguments
udata |
data. |
Details
The formula is
max(1, round(n^(1/3) * exp(abs(rho)^(1/n)) * (abs(rho) + 0.1))),
where \rho is the empirical Spearman's rho of the data.
Value
optimal order of the Bernstein polynomials.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.