Usage
paircopula(data,K=8,base="Bernstein",max.iter=30,lambda=100,
data.frame=parent.frame(),m=2,fix.lambda=FALSE,pen=1,q=2)Arguments
data
'data' contains the data. 'data' has to be a matrix or a
data.frame with two columns.
K
K is the degree of the Bernstein polynomials. In the case of
linear B-spline basis functions, K+1 nodes are used for the basis functions.
base
Type of basis function, default is
"Bernstein". An alternative is base="B-spline".
max.iter
maximum number of iteration, the default is max.iter=30.
lambda
Starting value for lambda, default is lambda=100.
data.frame
reference to the data. Default reference is the
parent.frame().
m
Indicating the order of differences to be penalised. Default is "m=2".
fix.lambda
Determining if lambda is fixed or if the
iteration for an optimal lambda is used, default 'fix.lambda=FALSE'.
pen
'pen' indicates the used penalty. 'pen=1' for the
difference penalty of m-th order. 'pen=2' is only implemented for
Bernstein polynomials, it is the penalty based
on the integrated squared second order derivatives of the Bernstein
polynomi
q
Order of B-spline basis, i.e. default q=2 means linear B-spline basis.