RDocumentation
Moon
Learn R
Search all packages and functions
⚠️
There's a newer version (0.2.4) of this package.
Take me there.
penDvine (version 0.2.2)
Flexible Pair-Copula Estimation in D-vines using Bivariate Penalized Splines
Description
Flexible Pair-Copula Estimation in D-vines using Bivariate Penalized Splines.
Copy Link
Copy
Link to current version
Version
Version
0.2.4
0.2.2
0.1
Down Chevron
Install
install.packages('penDvine')
Monthly Downloads
48
Version
0.2.2
License
GPL (>= 2)
Maintainer
Christian Schellhase
Last Published
March 12th, 2013
Functions in penDvine (0.2.2)
Search functions
f.hat.val
Calculating the actual fitted values 'f.hat.val' of the estimated density function
bernstein
Flexible Pair-Copula Estimation in D-vines with Penalized Splines
Dvine
Flexible Pair-Copula Estimation in D-vines with Penalized Splines
paircopula
Flexible Pair-Copula Estimation in D-vines using Bivariate Penalized Splines
Winddata
Maximal daily windspeed in khm.
sim.Dvine
Flexible Pair-Copula Estimation in D-vines with Penalized Splines
pen.log.like
Calculating the log likelihood
marg.likelihood
Calculating the marginal likelihood
Derv1
Calculating the first derivative of the paircopula likelihood function w.r.t. parameter b
order.Dvine
Ordering the first level of the Dvine.
pen.matrix
Calculating the penalty matrix P
cond.cop
Flexible Pair-Copula Estimation in D-vines with Penalized Splines
Derv2
Calculating the second order derivative of the paircopula likelihood function w.r.t. parameter b
penDvine-package
The package 'penDvine' offers routines for estimating densities and copula distribution of D-vines.
new.weights
Calculating new weights v.
my.loop
Iterative loop for calculating the optimal coefficients 'v'.
plot.paircopula
Flexible Pair-Copula Estimation in D-vines with Penalized Splines
cal.Dvine
Flexible Pair-Copula Estimation in D-vines with Penalized Splines
my.IC
Calculating the AIC-, cAIC- and BIC-value