Derv1
(Package: penDvine) :
Calculating the first derivative of the paircopula likelihood function w.r.t. parameter b
Calculating the first derivative of the paircopula likelihood function w.r.t. parameter v.
● Data Source:
CranContrib
● Keywords: math
● Alias: Derv1
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plot.paircopula
(Package: penDvine) :
Flexible Pair-Copula Estimation in D-vines with Penalized
Plotting a paircopula of class 'paircopula'.
● Data Source:
CranContrib
● Keywords:
● Alias: plot.paircopula
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Dvine
(Package: penDvine) :
Flexible Pair-Copula Estimation in D-vines with Penalized Splines
Calculating D-vines with penalized B-splines or penalized Bernstein polynomials
● Data Source:
CranContrib
● Keywords:
● Alias: Dvine
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pen.log.like
(Package: penDvine) :
Calculating the log likelihood
Calculating the considered log likelihood.
● Data Source:
CranContrib
● Keywords: nonparametric
● Alias: pen.log.like
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cal.Dvine
(Package: penDvine) :
Flexible Pair-Copula Estimation in D-vines with Penalized
Calculating the density of the estimated Dvine at the point(s) val.
● Data Source:
CranContrib
● Keywords:
● Alias: cal.Dvine
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my.IC
(Package: penDvine) :
Calculating the AIC-, cAIC- and BIC-value
Calculating the AIC-, cAIC- and BIC- value of the paircopula density estimation. Therefore, we add the unpenalized log likelihood of the estimation and the degree of freedom.
● Data Source:
CranContrib
● Keywords: math
● Alias: my.IC
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The package 'penDvine' offers routines for estimating densities and distribution of D-vines. For details see the description of the function Dvine().
● Data Source:
CranContrib
● Keywords:
● Alias: penDvine-package
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f.hat.val
(Package: penDvine) :
Calculating the actual fitted values 'f.hat.val' of the estimated density function
Calculating the actual fitted values of the response, depending on the actual parameter set v
● Data Source:
CranContrib
● Keywords: nonparametric
● Alias: f.hat.val
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order.Dvine
(Package: penDvine) :
Ordering the first level of the Dvine.
Ordering the first level of the Dvine, depending on the pairwise cAIC-values.
● Data Source:
CranContrib
● Keywords: nonparametric
● Alias: order.Dvine
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pen.matrix
(Package: penDvine) :
Calculating the penalty matrix P
Calculating the penalty matrix P depends on the used basis function and the selected kind of penalty.
● Data Source:
CranContrib
● Keywords: nonparametric
● Alias: pen.matrix
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