cond.cop: Flexible Pair-Copula Estimation in D-vines with Penalized...

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

Description

Calculation of the conditional paircopulas.

Usage

cond.cop(data,coef,K,diff="u2",Index.basis.D,base,q=2)

Arguments

data	Considered bivariate data, later used as "u1" and "u2".
coef	Considered coefficients of the splines.
K	Number of splines.
diff	Default="u2", alternatively diff="u1". Determining in which direction the expression is differentiated.
Index.basis.D	Vector of indices built in the program before.
base	"B-spline" or "Bernstein".
q	Order of the B-spline, default q=2

Author(s)

Christian Schellhase <[e-mail]>

References

Flexible Pair-Copula Estimation in D-vines using Bivariate Penalized Splines, Kauermann G. and Schellhase C. (2014+), Statistics and Computing (to appear).

penDvine documentation built on May 2, 2019, 1:06 p.m.