f.hat.val: Calculating the actual fitted values 'f.hat.val' of the estimated density function
Description
Calculating the actual fitted values of the response, depending on the actual parameter set v
Usage
f.hat.val(penden.env,cal=FALSE,temp=FALSE)
Arguments
penden.env
Containing all information, environment of paircopula()
cal
if TRUE, the final weights of one iteration are used for
the calculation of the fitted values.
temp
if TRUE, the iteration for optimal weights is still in
progress and the temporary weights are used for calculation of the
fitted values.
Value
f.hat.val
Fitted values for the current coefficents
.
f.hat.val is saved in the environment.
Details
Calculating the actual fitted values of the response, depending on the actual parameter set v. Multiplying the actual set of parameters $v$ with the base 'base.den' delivers the fitted values.
References
Flexible Pair-Copula Estimation in D-vines using Bivariate Penalized
Splines, Kauermann G. and Schellhase C. (2014+), Statistics and Computing (to appear).