Description Usage Arguments Details Value Author(s) References
Calculating the second order derivative with and without penalty.
1 |
penden.env |
Containing all information, environment of pendensity() |
temp.lam |
Calculating with temporal smoothing parameter lambda |
temp.ck |
Calculating with temporal weights ck of the spline basis functions |
lam.fit |
Indicating if the iterations for a new lambda are running |
We approximate the second order derivative in this approach with the negative fisher information.
Derv2.pen |
second order derivative w.r.t. beta with penalty |
Derv2.cal |
second order derivative w.r.t. beta without penalty. Needed for calculating of e.g. AIC. |
Derv2.cal and Derv2.pen are 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.
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