Man pages for pencopula
Flexible Copula Density Estimation with Penalized Hierarchical B-Splines
| bernstein | Calculating a bernstein polynomial. |
| Derv1 | Calculating the first derivative of the pencopula likelihood... |
| Derv2 | Calculating the second order derivative with and without... |
| DeutscheBank | Daily final prices (DAX) of the German stock Deutsche Bank in... |
| distr.func.help | These functions are used for calculating the integral of the... |
| f.hat.val | Calculating the actual fitted values 'f.hat.val' of the... |
| grid.points | Calculating the start values 'b' for the first iteration of... |
| hierarch.bs | Construction of the hierarchical B-spline density basis. |
| knots.start | Calculating the knots. |
| Lufthansa | Daily final prices (DAX) of the German stock Lufthansa in the... |
| my.bspline | my.bspline |
| my.IC | Calculating the AIC- and BIC-value |
| my.loop | Iterative loop for calculating the optimal coefficients 'b'. |
| my.positive.definite.solve | my.positive.definite.solve |
| new.weights | Calculating new weights b. |
| penalty.matrix | Calculating the penalty matrix P(lambda) |
| pencopula | Calculating penalized copula density with penalized... |
| pencopula-package | The package 'pencopula' offers routines for estimating... |
| pendenForm | Formula interpretation and data transfer |
| pen.log.like | Calculating the log likelihood |
| plot.pencopula | Plot the estimated copula density or copula distribution. |
| print.pencopula | Printing the main results of the penalized copula density... |
