cal.vine: Estimating Non-Simplified Vine Copulas Using Penalized...
In pencopulaCond: Estimating Non-Simplified Vine Copulas Using Penalized Splines

Calculating the density of the estimated regular vine at the point(s) val.

1	cal.vine(obj,val,cores)

`obj`	Vine object of class 'pencopula'.
`val`	Values in which the current R-vine should be evaluated.
`cores`	Default=NULL, the number of cpu cores used for parallel computing can be specified.

The current R-vine is evaluated in val and the corresponding density values are returned.

The returing values are the density of the current R-vine at the point(s) 'val'.

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

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.

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