cal.Dvine | Estimating Non-Simplified Vine Copulas Using Penalized... |
cal.vine | Estimating Non-Simplified Vine Copulas Using Penalized... |
Derv1 | Calculating the first derivative of the pencopula likelihood... |
Derv2 | Calculating the second order derivative with and without... |
distr.func.help | These functions are used for calculating the integral of the... |
f.hat.val | Calculating the actual fitted values 'f.hat.val' of the... |
hierarch.bs | Construction of the hierarchical B-spline density basis. |
knots.start | Calculating the knots. |
marg.likelihood | Calculating the marginal likelihood |
my.bspline | my.bspline |
my.IC | Calculating the AIC-value |
my.loop | Iterative loop for calculating the optimal coefficients 'b'. |
my.positive.definite.solve | my.positive.definite.solve |
new.weights | Calculating new weights b. |
penalty.matrix | Calculating the penalty matrix P(lambda) |
pencopula | Calculating penalized (conditional) copula density with... |
pencopulaCond-package | Estimating Non-Simplified Vine Copulas Using Penalized... |
pendenForm | Formula interpretation and data transfer |
pen.log.like | Calculating the log likelihood |
plot.pencopula | Plot the estimated copula density or copula distribution. |
print.pencopula | Printing the main results of the penalized copula density... |
vine | "Estimating Non-Simplified Vine Copulas Using Penalized... |
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.