order.vine: Ordering the first level of the R-vine.

In penRvine: Flexible R-Vines Estimation Using Bivariate Penalized Splines

Description

Ordering the levels of the R-vine, depending on the pairwise cAIC- or kendells tau-values.

Usage

order.vine(help.env,test.ind=FALSE)
order.vine.level(tree,help.env)

Arguments

help.env	Containing all information, environment of vine()
test.ind	Deafult is FALSE, due to (n over 2) possible pair-copulas in the second level of a R-vine with n variables. If TRUE, testing of independence for each pair-copula in the second level of the R-vine is performed.
tree	Forthgoing tree, which used for estimating the next tree, only needed for level 3 and higher levels.

Author(s)

Christian Schellhase <[e-mail]>

References

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.