Calculating the actual fitted values of the response, depending on the actual parameter set b
f.hat.val(penden.env,cal=FALSE,temp=FALSE)Containing all information, environment of pencopula()
if TRUE, the final weights of one iteration are used for the calculation of the fitted values.
if TRUE, the iteration for optimal weights is still in progress and the temporary weights are used for calculation of the fitted values.
Fitted values for the current coefficents
Calculating the actual fitted values of the response, depending on the actual parameter set b. Multiplying the actual set of parameters \(b\) with the base 'base.den' delivers the fitted values.
Flexible Copula Density Estimation with Penalized Hierarchical B-Splines, Kauermann G., Schellhase C. and Ruppert, D. (2013), Scandinavian Journal of Statistics 40(4), 685-705.