| f.hat.val {pencopulaCond} | R Documentation |
Calculating the actual fitted values 'f.hat.val' of the estimated density function
Description
Calculating the actual fitted values of the response, depending on the actual parameter set b
Usage
f.hat.val(penden.env,cal=FALSE,temp=FALSE)
Arguments
penden.env |
Containing all information, environment of pencopula() |
cal |
if TRUE, the final weights of one iteration are used for the calculation of the fitted values. |
temp |
if TRUE, the iteration for optimal weights is still in progress and the temporary weights are used for calculation of the fitted values. |
Value
f.hat.val |
Fitted values for the current coefficents |
. f.hat.val is saved in the environment.
Author(s)
Christian Schellhase <cschellhase@wiwi.uni-bielefeld.de>
References
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.
Estimating Non-Simplified Vine Copulas Using Penalized Splines, Schellhase, C. and Spanhel, F. (2017), Statistics and Computing.