The smoothing parameters are selected by the method of Wen and Wu (2015).
1 2 3
logical; whether a rotation (correlation) parameter shall be included.
Optimal smoothing parameters as in Wen and Wu (2015): a numeric vector of length 4; entries are (h, ρ, θ_1, θ_2).
Wen, K. and Wu, X. (2015). Transformation-Kernel Estimation of the Copula Density, Working paper, http://agecon2.tamu.edu/people/faculty/wu-ximing/agecon2/public/copula.pdf
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