Flexible Pair-Copula Estimation in D-Vines using Bivariate Penalized Splines

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Documentation for package ‘penDvine’ version 0.2.4

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penDvine-package The package 'penDvine' offers routines for estimating densities and copula distribution of D-vines.
bernstein Flexible Pair-Copula Estimation in D-vines with Penalized Splines
bernstein2 Flexible Pair-Copula Estimation in D-vines with Penalized Splines
cal.Dvine Flexible Pair-Copula Estimation in D-vines with Penalized Splines
cond.cop Flexible Pair-Copula Estimation in D-vines with Penalized Splines
Derv1 Calculating the first derivative of the paircopula likelihood function w.r.t. parameter b
Derv2 Calculating the second order derivative of the paircopula likelihood function w.r.t. parameter b
Dvine Flexible Pair-Copula Estimation in D-vines with Penalized Splines
f.hat.val Calculating the actual fitted values 'f.hat.val' of the estimated density function
marg.likelihood Calculating the marginal likelihood
my.IC Calculating the AIC-, cAIC- and BIC-value
my.loop Iterative loop for calculating the optimal coefficients 'v'.
new.weights Calculating new weights v.
order.Dvine Ordering the first level of the Dvine.
paircopula Flexible Pair-Copula Estimation in D-vines using Bivariate Penalized Splines
pen.log.like Calculating the log likelihood
pen.matrix Calculating the penalty matrix P
plot.paircopula Flexible Pair-Copula Estimation in D-vines with Penalized Splines
sim.Dvine Flexible Pair-Copula Estimation in D-vines with Penalized Splines
Winddata Maximal daily windspeed in khm.
Winddata-original Maximal daily windspeed in khm.