distr.func.help {pencopulaCond}

These functions are used for calculating the integral of the B-spline density basis.

Description

These functions cooperate with each other for calculating the integral of the B-spline density basis. functions. 'distr.func.help' is the main program, calling 'poly.part', calculating the integral of the B-spline density basis in sections between neighbouring knots. 'distr.func.help' calculates analytical functions of the integral. Therefore the function 'poly.part' is needed to construct these functions.

Usage

distr.func.help(base,knots,penden.env,q,y,index)
poly.part(i,j,knots,help.env,q, yi=NULL, poly=FALSE)

Arguments

base

values of the considered B-spline basis

knots

knots of the considered B-spline basis

penden.env

Containing all information, environment of pencopula()

q

degree of the B-Spline basis

y

data of the marginal B-spline basis

index

columns of the whole B-spline basis, each hierarchy level is integrated separately

i

internal values for calculating the polynomials of each B-Spline

j

internal values for calculating the polynomials of each B-Spline

help.env

internal environment of pencopula() for calculating the integral

yi

internal values for calculating the polynomials of each B-Spline

poly

internal value, TRUE/FALSE

Value

distr.func.help

creating environment 'help.env', creating help points between each two neighbouring knots and calculates the integral each basis

poly.part

using in 'distr.func.help' for creating the polynomial functions of each interval of each two neighbouring knots

Author(s)

Christian Schellhase <[e-mail]>

References

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