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penDvine (version 0.1)
Flexible Pair-Copula Estimation in D-vines with Penalized Splines
Description
Flexible Pair-Copula Estimation in D-vines with Penalized Splines.
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Version
0.2.4
0.2.2
0.1
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Install
install.packages('penDvine')
Monthly Downloads
48
Version
0.1
License
GPL (>= 2)
Maintainer
Christian Schellhase
Last Published
July 16th, 2012
Functions in penDvine (0.1)
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marg.likelihood
Calculating the marginal likelihood
new.weights
Calculating new weights v.
my.IC
Calculating the AIC-, cAIC- and BIC-value
pen.matrix
Calculating the penalty matrix P
Derv2
Calculating the second order derivative of the paircopula likelihood function w.r.t. parameter b
cal.Dvine
Flexible Pair-Copula Estimation in D-vines with Penalized Splines
Derv1
Calculating the first derivative of the paircopula likelihood function w.r.t. parameter b
paircopula
Flexible Pair-Copula Estimation in D-vines with Penalized Splines
order.Dvine
Ordering the first level of the Dvine.
plot.paircopula
Flexible Pair-Copula Estimation in D-vines with Penalized Splines
pen.log.like
Calculating the log likelihood
f.hat.val
Calculating the actual fitted values 'f.hat.val' of the estimated density function
my.loop
Iterative loop for calculating the optimal coefficients 'v'.
bernstein
Flexible Pair-Copula Estimation in D-vines with Penalized Splines
Dvine
Flexible Pair-Copula Estimation in D-vines with Penalized Splines
sim.Dvine
Flexible Pair-Copula Estimation in D-vines with Penalized Splines
Winddata
Maximal daily windspeed in khm.
penDvine-package
The package 'penDvine' offers routines for estimating densities and copula distribution of D-vines.
cond.cop
Flexible Pair-Copula Estimation in D-vines with Penalized Splines