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. (2014), Statistics and Computing 24(6): 1081-1100).
Nonparametric estimation of simplified vines: comparison of methods, Nagler N., Schellhase, C. and Czado, C. (2017) Dependence Modeling.