pencopulaCond (version 0.2)

Derv1: Calculating the first derivative of the pencopula likelihood function w.r.t. parameter b

Description

Calculating the first derivative of the pencopula likelihood function w.r.t. parameter b.

Usage

Derv1(penden.env,temp.lam=FALSE,temp.ck=FALSE)

Arguments

penden.env

Containing all information, environment of pencopula().

temp.lam

Calculating with temporal smoothing parameter lambda

temp.ck

Calculating with temporal weights ck of the spline basis functions

Value

Derv1.pen

first order derivation of the penalized likelihood.

Derv1.pen is saved in the environment.

References

Flexible Copula Density Estimation with Penalized Hierarchical B-Splines, Kauermann G., Schellhase C. and Ruppert, D. (2013), Scandinavian Journal of Statistics 40(4), 685-705.

Estimating Non-Simplified Vine Copulas Using Penalized Splines, Schellhase, C. and Spanhel, F. (2017), Statistics and Computing.