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

## Description

The package 'penRvine' offers routines for estimating densities and distribution of R-vines. For details see the description of the function vine().

## Details

 Package: penRvine Type: Package Version: 0.2 Date: 2017-05-19 License: GPL (>= 2) LazyLoad: yes

The packages contributes the function 'vine()' for estimating densities and distributions of vines using penalized splines techniques.

## Author(s)

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

## Examples

 ``` 1 2 3 4 5 6 7 8 9 10 11``` ``` #Simulating from a three-dimensional frank copula with #kendell's tau equal to 0.25, sample size N.set=100. #Please enlarge N.set for further studies. #require(copula) #N.set<-100 #cop <- archmCopula(family = "frank", dim = 3, param =2.39) #parMarg<-list(list(min=0,max=1),list(min=0,max=1),list(min=0,max=1)) #distr.cop <- mvdc(cop, margins=rep("unif",3), paramMargins = parMarg,marginsIdentical=TRUE) #c.X <- rMvdc(mvdc=distr.cop, n=N.set) #Y <- punif(c.X) #vine.copula<-vine(Y,K=8,base="B-spline",q=2,m=2,pen=1,cores=1,lambda=12500) ```

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