penDvine (version 0.2.4)

cond.cop: Flexible Pair-Copula Estimation in D-vines with Penalized Splines

Description

Calculation of the conditional paircopulas.

Usage

cond.cop(data,coef,K,diff="u2",Index.basis.D,base,q=2)

Arguments

data

Considered bivariate data, later used as "u1" and "u2".

coef

Considered coefficients of the splines.

K

Number of splines.

diff

Default="u2", alternatively diff="u1". Determining in which direction the expression is differentiated.

Index.basis.D

Vector of indices built in the program before.

base

"B-spline" or "Bernstein".

q

Order of the B-spline, default q=2

References

Flexible Pair-Copula Estimation in D-vines using Bivariate Penalized Splines, Kauermann G. and Schellhase C. (2014+), Statistics and Computing (to appear).