Description Details Author(s) References Examples
The package 'penDvine' offers routines for estimating densities and distribution of D-vines. For details see the description of the function Dvine().
Package: | penDvine |
Type: | Package |
Version: | 0.2.4 |
Date: | 2015-07-02 |
License: GPL (>= 2) LazyLoad: | yes |
The packages contributes the function 'Dvine()' for estimating densities and distributions of Dvines using penalized splines techniques.
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 24(6): 1081-1100).
1 2 3 4 5 6 7 8 9 | #This examples describes the estimation of a D-vine to winddata,
#available in this package. After the margins are prepared, we estimate a
#D-vine using B-splines with 9 (K+1) marginal knots and penalizing second (m=2)
#order differences (pen=1) of the basis coefficients.
data(Winddata)
ex.data<-Winddata[c(1:100),c(1:4)] #examplary subdata for fast calculation
wind.example<-Dvine(ex.data,K=7,pen=1,lambda=100,order.Dvine=FALSE,base="B-spline",m=2,cores=2)
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