f.hat.val: Calculating the actual fitted values 'f.hat.val' of the...
In pencopulaCond: Estimating Non-Simplified Vine Copulas Using Penalized Splines

Description Usage Arguments Value Author(s) References

Calculating the actual fitted values of the response, depending on the actual parameter set b

1	f.hat.val(penden.env,cal=FALSE,temp=FALSE)

`penden.env`	Containing all information, environment of pencopula()
`cal`	if TRUE, the final weights of one iteration are used for the calculation of the fitted values.
`temp`	if TRUE, the iteration for optimal weights is still in progress and the temporary weights are used for calculation of the fitted values.

f.hat.val

Fitted values for the current coefficents

. f.hat.val 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.