Description Usage Arguments Author(s) References
Calculation of the conditional paircopulas.
1 |
data |
Considered bivariate data, later used as "u1" and "u2". |
coef |
Considered coefficients of the splines. |
K |
Number of marginal knots. |
diff |
Default="u2", alternatively diff="u1". Determining in which direction the pair-copula is differentiated. |
Index.basis.D |
Vector of indices built in the program before. |
base |
"B-spline" or "Bernstein". |
q |
Order of the B-spline, default=2 |
env |
Environment with needed data. |
kn1 |
Marginal knots for the first covariate. |
kn2 |
Marginal knots for the second covariate. |
int.base1 |
Integrated marginal density basis of the first covariate. |
int.base2 |
Integrated marginal density basis of the second covariate. |
ddb |
Number of coefficients |
.
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.
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