bw_mr: Bandwidth selection for the mirror-reflection estimator
In kdecopula: Kernel Smoothing for Bivariate Copula Densities
Description
Usage
Arguments
Details
Value
References
Description
The bandwidth is selected by minimizing the MISE using the Frank copula as
the reference family. The copula parameter is set by inversion of Kendall's
tau. See Nagler (2014) for details.
Usage
1
bw_mr(udata)
Arguments
udata
data.
Details
To speed things up, optimal bandwidths have been pre-calculated on a grid of
tau values.
Value
A scalar bandwidth parameter.
References
Nagler, T. (2014).
Kernel Methods for Vine Copula Estimation.
Master's Thesis, Technische Universitaet Muenchen,
https://mediatum.ub.tum.de/node?id=1231221
kdecopula documentation built on May 2, 2019, 1:06 a.m.
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Description Usage Arguments Details Value References
Description
The bandwidth is selected by minimizing the MISE using the Frank copula as the reference family. The copula parameter is set by inversion of Kendall's tau. See Nagler (2014) for details.
Usage
1 | bw_mr(udata)
|
Arguments
udata |
data. |
Details
To speed things up, optimal bandwidths have been pre-calculated on a grid of tau values.
Value
A scalar bandwidth parameter.
References
Nagler, T. (2014). Kernel Methods for Vine Copula Estimation. Master's Thesis, Technische Universitaet Muenchen, https://mediatum.ub.tum.de/node?id=1231221
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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