penDvine: Flexible Pair-Copula Estimation in D-Vines using Bivariate Penalized Splines
Version 0.2.4

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

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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
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("penDvine")

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.

Functions

Derv1 Man page Source code
Derv2 Man page Source code
Dvine Man page Source code
Winddata Man page
Winddata-original Man page
bernstein Man page Source code
bernstein2 Man page Source code
cal.Dvine Man page Source code
cond.cop Man page Source code
distr.func.help Source code
eval.paircopula Source code
f.hat.val Man page Source code
help.func Source code
help2 Source code
int.bernstein Source code
int.bernstein.help Source code
int.bspline.help Source code
int.bspline2 Source code
int.my.bspline Source code
marg.likelihood Man page Source code
my.IC Man page Source code
my.bspline Source code
my.loop Man page Source code
new.lambda Source code
new.weights Man page Source code
order.Dvine Man page Source code
paircopula Man page Source code
pen.log.like Man page Source code
pen.matrix Man page Source code
penDvine-package Man page
plot.paircopula Man page Source code
poly.part Source code
sim.Dvine Man page Source code
spline.apply Source code
start.valgrid Source code

Files

NAMESPACE
data
data/Winddata-original.txt.gz
data/Winddata.txt.gz
R
R/bernstein.r
R/start.valgrid.r
R/paircopula.R
R/spline.apply.r
R/int.bspline2.r
R/my.loop.r
R/int.bernstein.help.r
R/plot.paircopula.r
R/new.lambda.r
R/Derv2.r
R/sim.Dvine.r
R/my.bspline.r
R/Dvine.r
R/help.func.r
R/f.hat.val.r
R/int.my.bspline.r
R/new.weights.r
R/cal.Dvine.r
R/pen.matrix.r
R/int.bernstein.r
R/cond.cop.r
R/distr.func.help.r
R/my.IC.r
R/Derv1.r
R/order.Dvine.r
R/int.bspline.help.r
R/pen.log.like.r
R/eval.paircopula.r
R/poly.part.r
R/bernstein2.r
R/marg.likelihood.r
R/help2.r
MD5
DESCRIPTION
man
man/Derv1.Rd
man/plot.paircopula.Rd
man/Dvine.Rd
man/pen.log.like.Rd
man/cal.Dvine.Rd
man/my.IC.Rd
man/penDvine-package.Rd
man/f.hat.val.Rd
man/order.Dvine.Rd
man/pen.matrix.Rd
man/paircopula.Rd
man/Winddata.Rd
man/my.loop.Rd
man/sim.Dvine.Rd
man/bernstein.Rd
man/Derv2.Rd
man/new.weights.Rd
man/marg.likelihood.Rd
man/cond.cop.Rd
penDvine documentation built on May 20, 2017, 1:56 a.m.