| new.weights {pencopulaCond} | R Documentation |
Calculating new weights b.
Description
Calculating new weights b using quadratic programing.
Usage
new.weights(penden.env,start=FALSE)
Arguments
penden.env |
Containing all information, environment of pencopula() |
start |
Default=FALSE, for the first calculation some specifications are introduced. |
Details
If the quadratic program does not find a new feasible solution, the whole program terminates. For solving the quadratic program, we use the function 'solve.QP' from the R-package 'quadprog'.
Value
ck.val.temp |
Calculated new values for the weights 'b'. The add on 'temp' means, that there is a check in the next step if the weights 'b' have been converted or not. If converted, the new values 'ck.val.temp' are unnoted. If not converted, 'ck.val.temp' become the ordinary 'ck.val' for the next iteration. This check is done in my.loop. |
'ck.val.temp' 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.