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

cal.DvineEstimating Non-Simplified Vine Copulas Using Penalized...
cal.vineEstimating Non-Simplified Vine Copulas Using Penalized...
Derv1Calculating the first derivative of the pencopula likelihood...
Derv2Calculating the second order derivative with and without...
distr.func.helpThese functions are used for calculating the integral of the...
f.hat.valCalculating the actual fitted values 'f.hat.val' of the...
hierarch.bsConstruction of the hierarchical B-spline density basis.
knots.startCalculating the knots.
marg.likelihoodCalculating the marginal likelihood
my.bsplinemy.bspline
my.ICCalculating the AIC-value
my.loopIterative loop for calculating the optimal coefficients 'b'.
my.positive.definite.solvemy.positive.definite.solve
new.weightsCalculating new weights b.
penalty.matrixCalculating the penalty matrix P(lambda)
pencopulaCalculating penalized (conditional) copula density with...
pencopulaCond-packageEstimating Non-Simplified Vine Copulas Using Penalized...
pendenFormFormula interpretation and data transfer
pen.log.likeCalculating the log likelihood
plot.pencopulaPlot the estimated copula density or copula distribution.
print.pencopulaPrinting the main results of the penalized copula density...
vine"Estimating Non-Simplified Vine Copulas Using Penalized...
pencopulaCond documentation built on May 1, 2019, 7:56 p.m.