bw_bern: Bandwidth selection for the Bernstein copula estimator
In kdecopula: Kernel Smoothing for Bivariate Copula Densities
Description
Usage
Arguments
Details
Value
Description
The optimal size of knots is chosen by a rule of thumb adapted from
Rose (2015).
Usage
1
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 ρ is the empirical Spearman's rho of the data.
Value
optimal order of the Bernstein polynomials.
kdecopula documentation built on May 2, 2019, 1:06 a.m.
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Description Usage Arguments Details Value
Description
The optimal size of knots is chosen by a rule of thumb adapted from Rose (2015).
Usage
1 | 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 ρ 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.
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