kdemcvine: Multi-class kernel density estimator based on simplified...

In tvatter/eecop: Copula-based solutions to moment equations

Description

Implements a multi-class C-vine based kernel density estimator.

Usage

kdemcvine(x, y, w, mult_1d = 1, xmin = NULL, xmax = NULL, ...)

Arguments

x	(n x (d-1)) data matrix.
y	(n x 1) data vector for the central node.
w	(n x 1) data vector for the classes.
mult_1d	numeric; all bandwidhts for marginal kernel density estimation are multiplied with mult_1d. Defaults to log(1 + d).
xmin	numeric vector of length d; see kde1d.
xmax	numeric vector of length d; see kde1d.
...	further arguments passed to kde1d or kdevinecop.

Value

An object of class kdemcvine.

Author(s)

Thibault Vatter

See Also

dkdecvine kdevine kdevine

Examples

TODO

tvatter/eecop documentation built on May 28, 2019, 7:52 a.m.