Description Usage Arguments Details Value Author(s) References
Calculating the actual fitted values of the response, depending on the actual parameter set v
1 |
penden.env |
Containing all information, environment of paircopula() |
cal |
if TRUE, the final weights of one iteration are used for the calculation of the fitted values. |
temp |
if TRUE, the iteration for optimal weights is still in progress and the temporary weights are used for calculation of the fitted values. |
Calculating the actual fitted values of the response, depending on the actual parameter set v. Multiplying the actual set of parameters v with the base 'base.den' delivers the fitted values.
f.hat.val |
Fitted values for the current coefficents |
. f.hat.val is saved in the environment.
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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