Flexible R-Vines Estimation Using Bivariate Penalized Splines

Documentation for package ‘penRvine’ version 0.2

penRvine-package	Flexible R-vines Estimation Using Bivariate Penalized Splines
add.VineMatrix	Notation of the R-vine Matrix
bernstein	Flexible Pair-Copula Estimation in D-vines with Penalized Splines
bernstein2	Flexible Pair-Copula Estimation in D-vines with Penalized Splines
cal.vine	Flexible Pair-Copula Estimation in R-vines with Penalized Splines
cond.cop	Flexible Pair-Copula Estimation in R-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
f.hat.val	Calculating the actual fitted values 'f.hat.val' of the estimated density function
independ.test	Testing for independence between two margins of pair-copulas
lam.search	Search optimal starting vlaue for lambda
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.vine	Ordering the first level of the R-vine.
order.vine.level	Ordering the first level of the R-vine.
paircopula	Flexible Pair-Copula Estimation in R-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
RVineMatrix	Notation of the R-vine Matrix
vine	Flexible Pair-Copula Estimation in vines with Penalized Splines