pencopulaCond (version 0.2)

f.hat.val: Calculating the actual fitted values 'f.hat.val' of the estimated density function

Description

Calculating the actual fitted values of the response, depending on the actual parameter set b

Usage

f.hat.val(penden.env,cal=FALSE,temp=FALSE)

Arguments

penden.env

Containing all information, environment of pencopula()

cal

if TRUE, the final weights of one iteration are used for the calculation of the fitted values.

temp

if TRUE, the iteration for optimal weights is still in progress and the temporary weights are used for calculation of the fitted values.

Value

f.hat.val

Fitted values for the current coefficents

. f.hat.val 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.