penDvine: Flexible Pair-Copula Estimation in D-Vines using Bivariate Penalized Splines

Flexible Pair-Copula Estimation in D-vines using Bivariate Penalized Splines.

Install the latest version of this package by entering the following in R:
install.packages("penDvine")
AuthorChristian Schellhase <cschellhase@wiwi.uni-bielefeld.de>
Date of publication2015-07-09 18:11:27
MaintainerChristian Schellhase <cschellhase@wiwi.uni-bielefeld.de>
LicenseGPL (>= 2)
Version0.2.4

View on CRAN

Functions

bernstein Man page
bernstein2 Man page
cal.Dvine Man page
cond.cop Man page
Derv1 Man page
Derv2 Man page
Dvine Man page
f.hat.val Man page
marg.likelihood Man page
my.IC Man page
my.loop Man page
new.weights Man page
order.Dvine Man page
paircopula Man page
penDvine-package Man page
pen.log.like Man page
pen.matrix Man page
plot.paircopula Man page
sim.Dvine Man page
Winddata Man page
Winddata-original Man page

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

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