Description Usage Arguments Details Value Author(s) References
Calculating the first derivative of the paircopula likelihood function w.r.t. parameter v.
1 |
penden.env |
Containing all information, environment of paircopula(). |
temp |
Default=FALSE,if TRUE temporary calculations of optimal parameters are done. |
lambda |
Default=NULL, i.e. the saved smoothing parameter lambda in the environment is used. Alternatively, temporary values of lambda are used for optimization of lambda. |
The calculation of the first derivative of the paircopula likelihood function w.r.t. b equals
\eqn{s(v,lambda)=}
with
\eqn{P(lambda)}
is the penalty matrix, saved in the environment.
Derv1.pen |
first order derivation of the penalized likelihood function w.r.t. parameter v. |
Derv1.pen is saved in the environment.
Christian Schellhase <cschellhase@wiwi.uni-bielefeld.de>
Flexible Pair-Copula Estimation in D-vines using Bivariate Penalized Splines, Kauermann G. and Schellhase C. (2014+), Statistics and Computing (to appear).
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