cal.vine: Flexible Pair-Copula Estimation in R-vines with Penalized...
In penRvine: Flexible R-Vines Estimation Using Bivariate Penalized Splines

Description Usage Arguments Details Value Author(s) References

Calculating the density of the estimated R-vine at the point(s) val.

1	cal.vine(obj,val,cores)

`obj`	Vine object of class 'penRvine'.
`val`	Values in which the current R-vine should be evaluated.
`cores`	Default=NULL, the number of cpu cores used for parallel computing can be specified.

The current R-vine is evaluated in val and the corresponding density values are returned.

The returing values are the density of the current R-vine at the point(s) 'val'.

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).

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.