kdecopula (version 0.9.3)

bw_bern: Bandwidth selection for the Bernstein copula estimator

Description

The optimal size of knots is chosen by a rule of thumb adapted from Rose (2015).

Usage

bw_bern(udata)

Value

optimal order of the Bernstein polynomials.

Arguments

udata

data.

Details

The formula is $$max(1,round(n^{(}1/3)\ast exp(abs(rho{)}^{(}1/n))\ast (abs(rho)+0.1))),$$ where $\rho$ is the empirical Spearman's rho of the data.