pencopula-package: The package 'pencopula' offers routines for estimating...

In pencopula: Flexible Copula Density Estimation with Penalized Hierarchical B-Splines

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 <[e-mail]>

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

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

Example output

Loading required package: lattice
Loading required package: fda
Loading required package: splines
Loading required package: Matrix

Attaching package: 'fda'

The following object is masked from 'package:graphics':

    matplot

Loading required package: quadprog
Loading required package: latticeExtra
Loading required package: RColorBrewer

pencopula documentation built on May 2, 2019, 7:21 a.m.