Learn R Programming
⚠️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

Version

Install

install.packages('penDvine')

Monthly Downloads

11

Version

0.2.2

License

GPL (>= 2)

Maintainer

Christian Schellhase

Last Published

March 12th, 2013

Functions in penDvine (0.2.2)

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