penDvine (version 0.2.2)

bernstein: Flexible Pair-Copula Estimation in D-vines with Penalized Splines

Description

Calculation of Bernstein Polynomials, following the formula (choose(n, v) * x^v * (1 - x)^(n - v)) * (n + 1) .

Usage

bernstein(v,x,n)

Arguments

v

n choose v.

x

Argument between 0 and 1.

n

n choose v.

Value

• Returning a matrix, containing Bernstein Polynomials.

References

Flexible Pair-Copula Estimation in D-vines using Bivariate Penalized Splines, Kauermann G. and Schellhase C. (2012), working paper