Derv1
(Package: pencopula) :
Calculating the first derivative of the pencopula likelihood function w.r.t. parameter b
Calculating the first derivative of the pencopula likelihood function w.r.t. parameter b.
● Data Source:
CranContrib
● Keywords: math
● Alias: Derv1
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distr.func.help
(Package: pencopula) :
These functions are used for calculating the integral of the
These functions cooperate with each other for calculating the integral of the B-spline density basis. functions. 'distr.func.help' is the main program, calling 'poly.part', calculating the integral of the B-spline density basis in sections between neighbouring knots. 'distr.func.help' calculates analytical functions of the integral. Therefore the function 'poly.part' is needed to construct these functions.
● Data Source:
CranContrib
● Keywords: math
● Alias: distr.func.help, poly.part
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pen.log.like
(Package: pencopula) :
Calculating the log likelihood
Calculating the considered log likelihood.
● Data Source:
CranContrib
● Keywords: nonparametric
● Alias: pen.log.like
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my.IC
(Package: pencopula) :
Calculating the AIC- and BIC-value
Calculating the AIC- and BIC- value of the copula density estimation. Therefore, we add the unpenalized log likelihood of the estimation and the degree of freedom, which are
● Data Source:
CranContrib
● Keywords: math
● Alias: my.IC
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f.hat.val
(Package: pencopula) :
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 b
● Data Source:
CranContrib
● Keywords: nonparametric
● Alias: f.hat.val
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Reverses a quadratic positive definite matrix.
● Data Source:
CranContrib
● Keywords: algebra
● Alias: my.positive.definite.solve
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'my.bspline' Integrates the normal B-Spline basis to a B-spline density basis. The dimension of the basis depends on the input of number of knots 'k' and of the order of the B-spline basis 'q'. 'int.my.bspline' is a function for transformation of open B-spline basis at the boundary to become a B-spline basis density.
● Data Source:
CranContrib
● Keywords: math
● Alias: int.my.bspline, my.bspline
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my.loop
(Package: pencopula) :
Iterative loop for calculating the optimal coefficients 'b'.
Calculating the optimal coefficients 'b' iteratively, using quadratic programing.
● Data Source:
CranContrib
● Keywords: math
● Alias: my.loop
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print.pencopula
(Package: pencopula) :
Printing the main results of the penalized copula density estimation
Printing the call of the estimation, the used basis, lambda and the corresponding values of AIC and BIC. Need an object of class pencopula.
● Data Source:
CranContrib
● Keywords: print
● Alias: print, print.pencopula
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bernstein
(Package: pencopula) :
Calculating a bernstein polynomial.
Calculating a bernstein polynomial, transformed to be a density. 'int.bernstein' calculates the integral of the bernstein density polynomial.
● Data Source:
CranContrib
● Keywords: math
● Alias: bernstein, int.bernstein
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providing 
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