cal.vine {pencopulaCond}

Estimating Non-Simplified Vine Copulas Using Penalized Splines

Description

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

Usage

cal.vine(obj,val,cores)

Arguments

obj

Vine object of class 'pencopula'.

val

Values in which the current R-vine should be evaluated.

cores

Default=NULL, the number of cpu cores used for parallel computing can be specified.

Details

The current R-vine is evaluated in val and the corresponding density values are returned.

Value

The returing values are the density of the current R-vine 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.