penDvine (version 0.2.2)

cal.Dvine: Flexible Pair-Copula Estimation in D-vines with Penalized Splines

Description

Calculating the density of the estimated Dvine at the point(s) val.

Usage

cal.Dvine(obj,val)

Arguments

obj

object of class 'penDvine', result of 'Dvine'.

val

Values in which the current Dvine should be evaluated.

Value

• The returing values are the density of the current Dvine at the point(s) 'val'.

Details

The current Dvine is evaluated in val and the corresponding density values are returned.

References

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