f.hat.val: Calculating the actual fitted values 'f.hat.val' of the...

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

Description

Calculating the actual fitted values of the response, depending on the actual parameter set v

Usage

f.hat.val(penden.env,cal=FALSE,temp=FALSE)

Arguments

penden.env	Containing all information, environment of paircopula()
cal	if TRUE, the final weights of one iteration are used for the calculation of the fitted values.
temp	if TRUE, the iteration for optimal weights is still in progress and the temporary weights are used for calculation of the fitted values.

Details

Calculating the actual fitted values of the response, depending on the actual parameter set v. Multiplying the actual set of parameters v with the base 'base.den' delivers the fitted values.

Value

f.hat.val

Fitted values for the current coefficents

. f.hat.val is saved in the environment.

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.