Description Usage Arguments Details Value Author(s) References
Calculating the first derivative of the pencopula likelihood function w.r.t. parameter b.
1 | Derv1(penden.env)
|
penden.env |
Containing all information, environment of pencopula(). |
The calculation of the first derivative of the pencopula likelihood function w.r.t. b equals
\eqn{s(b,lambda)=}
with
\eqn{P(lambda)}
is the penalty matrix, saved in the environment.
Derv1.pen |
first order derivation of the penalized likelihood function w.r.t. parameter b. |
Derv1.pen is saved in the environment.
Christian Schellhase <cschellhase@wiwi.uni-bielefeld.de>
Flexible Copula Density Estimation with Penalized Hierarchical B-Splines, Kauermann G., Schellhase C. and Ruppert, D. (2013), Scandinavian Journal of Statistics 40(4), 685-705.
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