Derv1: Calculating the first derivative of the pencopula likelihood...
In pencopulaCond: Estimating Non-Simplified Vine Copulas Using Penalized Splines

Description Usage Arguments Value Author(s) References

Calculating the first derivative of the pencopula likelihood function w.r.t. parameter b.

1	Derv1(penden.env,temp.lam=FALSE,temp.ck=FALSE)

`penden.env`	Containing all information, environment of pencopula().
`temp.lam`	Calculating with temporal smoothing parameter lambda
`temp.ck`	Calculating with temporal weights ck of the spline basis functions

Derv1.pen

first order derivation of the penalized likelihood.

Derv1.pen is saved in the environment.

Christian Schellhase <cschellhase@wiwi.uni-bielefeld.de>

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.

Estimating Non-Simplified Vine Copulas Using Penalized Splines, Schellhase, C. and Spanhel, F. (2017), Statistics and Computing.

pencopulaCond documentation built on May 1, 2019, 7:56 p.m.