Man pages for pencopula
Flexible Copula Density Estimation with Penalized Hierarchical B-Splines

bernsteinCalculating a bernstein polynomial.
Derv1Calculating the first derivative of the pencopula likelihood...
Derv2Calculating the second order derivative with and without...
DeutscheBankDaily final prices (DAX) of the German stock Deutsche Bank in...
distr.func.helpThese functions are used for calculating the integral of the...
f.hat.valCalculating the actual fitted values 'f.hat.val' of the...
grid.pointsCalculating the start values 'b' for the first iteration of...
hierarch.bsConstruction of the hierarchical B-spline density basis.
knots.startCalculating the knots.
LufthansaDaily final prices (DAX) of the German stock Lufthansa in the...
my.bsplinemy.bspline
my.ICCalculating the AIC- and BIC-value
my.loopIterative loop for calculating the optimal coefficients 'b'.
my.positive.definite.solvemy.positive.definite.solve
new.weightsCalculating new weights b.
penalty.matrixCalculating the penalty matrix P(lambda)
pencopulaCalculating penalized copula density with penalized...
pencopula-packageThe package 'pencopula' offers routines for estimating...
pendenFormFormula interpretation and data transfer
pen.log.likeCalculating the log likelihood
plot.pencopulaPlot the estimated copula density or copula distribution.
print.pencopulaPrinting the main results of the penalized copula density...
pencopula documentation built on May 30, 2017, 2:38 a.m.