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

Share:

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

1
2
Y <- cbind(runif(200),runif(200))
plot(pencopula(Y,d=4,D=4,lambda=rep(10,2),base="B-spline"))