Calculating the penalty matrix P depends on the used basis function and the selected kind of penalty.
Containing all information, environment of paircopula().
If paircopula is selected with 'pen=1', the differences of order 'm' are penalized. Only for Bernstein polynomials: If paircopula is selected with 'pen=2', the integrated squared second order derivatives are used as penalty.
Penalty matrix P
Matrix is saved in the environment.
Christian Schellhase <email@example.com>
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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