pencopula-package: The package 'pencopula' offers routines for estimating multivariate penalized copula densities and copula distribution.

Description

The package 'pencopula' offers routines for estimating multivariate penalized copula densities and copula distribution. For details see the description of the function pencopula().

Details

Package: pencopula
Type: Package
Version: 0.3.5
Date: 2014-02-17
License: GPL (>= 2) LazyLoad: yes

The packages contributes the function 'pencopula()' for estimating copula densities and copula distributions using penalized splines techniques.

Author(s)

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

References

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.

Examples

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Y <- cbind(runif(200),runif(200))
plot(pencopula(Y,d=4,D=4,lambda=rep(10,2),base="B-spline"))

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

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