Man pages for penRvine
Flexible R-Vines Estimation Using Bivariate Penalized Splines
| bernstein | Flexible Pair-Copula Estimation in D-vines with Penalized... |
| cal.vine | Flexible Pair-Copula Estimation in R-vines with Penalized... |
| cond.cop | Flexible Pair-Copula Estimation in R-vines with Penalized... |
| Derv1 | Calculating the first derivative of the paircopula likelihood... |
| Derv2 | Calculating the second order derivative of the paircopula... |
| f.hat.val | Calculating the actual fitted values 'f.hat.val' of the... |
| independ.test | Testing for independence between two margins of pair-copulas |
| lam.search | Search optimal starting vlaue for lambda |
| marg.likelihood | Calculating the marginal likelihood |
| my.IC | Calculating the AIC-, cAIC- and BIC-value |
| my.loop | Iterative loop for calculating the optimal coefficients 'v'. |
| new.weights | Calculating new weights v. |
| order.vine | Ordering the first level of the R-vine. |
| paircopula | Flexible Pair-Copula Estimation in R-vines using Bivariate... |
| pen.log.like | Calculating the log likelihood |
| pen.matrix | Calculating the penalty matrix P |
| penRvine-package | Flexible R-vines Estimation Using Bivariate Penalized Splines |
| plot.paircopula | Flexible Pair-Copula Estimation in D-vines with Penalized... |
| RVineMatrix | Notation of the R-vine Matrix |
| vine | Flexible Pair-Copula Estimation in vines with Penalized... |
