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

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

Author
Christian Schellhase <cschellhase@wiwi.uni-bielefeld.de>
Date of publication
2015-07-09 18:11:27
Maintainer
Christian Schellhase <cschellhase@wiwi.uni-bielefeld.de>
License
GPL (>= 2)
Version
0.2.4

View on CRAN

Man pages

bernstein
Flexible Pair-Copula Estimation in D-vines with Penalized...
cal.Dvine
Flexible Pair-Copula Estimation in D-vines with Penalized...
cond.cop
Flexible Pair-Copula Estimation in D-vines with Penalized...
Derv1
Calculating the first derivative of the paircopula likelihood...
Derv2
Calculating the second order derivative of the paircopula...
Dvine
Flexible Pair-Copula Estimation in D-vines with Penalized...
f.hat.val
Calculating the actual fitted values 'f.hat.val' of the...
marg.likelihood
Calculating the marginal likelihood
my.IC
Calculating the AIC-, cAIC- and BIC-value
my.loop
Iterative loop for calculating the optimal coefficients 'v'.
new.weights
Calculating new weights v.
order.Dvine
Ordering the first level of the Dvine.
paircopula
Flexible Pair-Copula Estimation in D-vines using Bivariate...
penDvine-package
The package 'penDvine' offers routines for estimating...
pen.log.like
Calculating the log likelihood
pen.matrix
Calculating the penalty matrix P
plot.paircopula
Flexible Pair-Copula Estimation in D-vines with Penalized...
sim.Dvine
Flexible Pair-Copula Estimation in D-vines with Penalized...
Winddata
Maximal daily windspeed in khm.

Files in this package

penDvine
penDvine/NAMESPACE
penDvine/data
penDvine/data/Winddata-original.txt.gz
penDvine/data/Winddata.txt.gz
penDvine/R
penDvine/R/bernstein.r
penDvine/R/start.valgrid.r
penDvine/R/paircopula.R
penDvine/R/spline.apply.r
penDvine/R/int.bspline2.r
penDvine/R/my.loop.r
penDvine/R/int.bernstein.help.r
penDvine/R/plot.paircopula.r
penDvine/R/new.lambda.r
penDvine/R/Derv2.r
penDvine/R/sim.Dvine.r
penDvine/R/my.bspline.r
penDvine/R/Dvine.r
penDvine/R/help.func.r
penDvine/R/f.hat.val.r
penDvine/R/int.my.bspline.r
penDvine/R/new.weights.r
penDvine/R/cal.Dvine.r
penDvine/R/pen.matrix.r
penDvine/R/int.bernstein.r
penDvine/R/cond.cop.r
penDvine/R/distr.func.help.r
penDvine/R/my.IC.r
penDvine/R/Derv1.r
penDvine/R/order.Dvine.r
penDvine/R/int.bspline.help.r
penDvine/R/pen.log.like.r
penDvine/R/eval.paircopula.r
penDvine/R/poly.part.r
penDvine/R/bernstein2.r
penDvine/R/marg.likelihood.r
penDvine/R/help2.r
penDvine/MD5
penDvine/DESCRIPTION
penDvine/man
penDvine/man/Derv1.Rd
penDvine/man/plot.paircopula.Rd
penDvine/man/Dvine.Rd
penDvine/man/pen.log.like.Rd
penDvine/man/cal.Dvine.Rd
penDvine/man/my.IC.Rd
penDvine/man/penDvine-package.Rd
penDvine/man/f.hat.val.Rd
penDvine/man/order.Dvine.Rd
penDvine/man/pen.matrix.Rd
penDvine/man/paircopula.Rd
penDvine/man/Winddata.Rd
penDvine/man/my.loop.Rd
penDvine/man/sim.Dvine.Rd
penDvine/man/bernstein.Rd
penDvine/man/Derv2.Rd
penDvine/man/new.weights.Rd
penDvine/man/marg.likelihood.Rd
penDvine/man/cond.cop.Rd