Calculating the penalty matrix P depends on the used basis
function and the selected kind of penalty.
Usage
pen.matrix(penden.env)
Arguments
penden.env
Containing all information, environment of
paircopula().
Value
DDD.sumPenalty matrix P
Matrix is saved in the environment.
Details
If paircopula is selected with 'pen=1', the differences of
order 'm' are penalized. Only for Bernstein polynomials: If paircopula is selected with 'pen=2', the
integrated squared second order derivatives are used as penalty.
References
Flexible Pair-Copula Estimation in D-vines using Bivariate Penalized Splines, Kauermann G. and Schellhase C. (2012), working paper