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

Description Usage Arguments Value Note Author(s) References

View source: R/bernstein.r

Description

Calculation of Bernstein Polynomials, following the formula (choose(n, v) * x^v * (1 - x)^(n - v)) * (n + 1) .

Usage

1
bernstein(v,x,n)

Arguments

v

n choose v.

x

Argument between 0 and 1.

n

n choose v.

Value

Returning a matrix, containing Bernstein Polynomials.

Note

bernstein and bernstein2 are identical, only the first argument of the functions differs for different applications of 'apply'.

Author(s)

Christian Schellhase <cschellhase@wiwi.uni-bielefeld.de>

References

Flexible Pair-Copula Estimation in D-vines using Bivariate Penalized Splines, Kauermann, G. and Schellhase, C. (2014), Statistics and Computing 24(6): 1081-1100).

Nonparametric estimation of simplified vines: comparison of methods, Nagler N., Schellhase, C. and Czado, C. (2017) Dependence Modeling.


penRvine documentation built on May 30, 2017, 2:20 a.m.