cal.vine: Flexible Pair-Copula Estimation in R-vines with Penalized
Description
Calculating the density of the estimated R-vine at the
point(s) val.
Usage
cal.vine(obj,val,cores)
Arguments
obj
Vine object of class 'penRvine'.
val
Values in which the current R-vine should be evaluated.
cores
Default=NULL, the number of cpu cores used for parallel computing can be specified.
Value
The returing values are the density of the current R-vine at the
point(s) 'val'.
Details
The current R-vine 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. (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.