Man pages for pencopulaCond
Estimating Non-Simplified Vine Copulas Using Penalized Splines
| 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... |
