RDocumentation
Moon
Learn R
Search all packages and functions
penDvine (version 0.2.4)
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
Copy
Link to current version
Version
Version
0.2.4
0.2.2
0.1
Down Chevron
Install
install.packages('penDvine')
Monthly Downloads
48
Version
0.2.4
License
GPL (>= 2)
Maintainer
Christian Schellhase
Last Published
July 9th, 2015
Functions in penDvine (0.2.4)
Search functions
Winddata
Maximal daily windspeed in khm.
cal.Dvine
Flexible Pair-Copula Estimation in D-vines with Penalized Splines
Derv1
Calculating the first derivative of the paircopula likelihood function w.r.t. parameter b
marg.likelihood
Calculating the marginal likelihood
sim.Dvine
Flexible Pair-Copula Estimation in D-vines with Penalized Splines
bernstein
Flexible Pair-Copula Estimation in D-vines with Penalized Splines
new.weights
Calculating new weights v.
cond.cop
Flexible Pair-Copula Estimation in D-vines with Penalized Splines
my.loop
Iterative loop for calculating the optimal coefficients 'v'.
f.hat.val
Calculating the actual fitted values 'f.hat.val' of the estimated density function
Dvine
Flexible Pair-Copula Estimation in D-vines with Penalized Splines
paircopula
Flexible Pair-Copula Estimation in D-vines using Bivariate Penalized Splines
plot.paircopula
Flexible Pair-Copula Estimation in D-vines with Penalized Splines
pen.matrix
Calculating the penalty matrix P
pen.log.like
Calculating the log likelihood
penDvine-package
The package 'penDvine' offers routines for estimating densities and copula distribution of D-vines.
order.Dvine
Ordering the first level of the Dvine.
Derv2
Calculating the second order derivative of the paircopula likelihood function w.r.t. parameter b
my.IC
Calculating the AIC-, cAIC- and BIC-value