cal.Dvine {pencopulaCond}

Estimating Non-Simplified Vine Copulas Using Penalized Splines

Description

Calculating the density of the estimated Dvine at the point(s) val.

Usage

cal.Dvine(obj,val)

Arguments

obj

object of class 'penDvine', result of 'Dvine'.

val

Values in which the current Dvine should be evaluated.

Details

The current Dvine is evaluated in val and the corresponding density values are returned.

Value

The returing values are the density of the current Dvine at the point(s) 'val'.

Author(s)

Christian Schellhase <[e-mail]>

References

Estimating Non-Simplified Vine Copulas Using Penalized Splines, Schellhase, C. and Spanhel, F. (2017), Statistics and Computing.