vinereg: D-Vine Quantile Regression (original) (raw)
Implements D-vine quantile regression models with parametric or nonparametric pair-copulas. See Kraus and Czado (2017) <doi:10.1016/j.csda.2016.12.009> and Schallhorn et al. (2017) <doi:10.48550/arXiv.1705.08310>.
| Version: | 0.11.0 |
|---|---|
| Imports: | rvinecopulib (≥ 0.6.1.1.2), kde1d (≥ 1.1.0), Rcpp, assertthat |
| LinkingTo: | rvinecopulib, RcppEigen, Rcpp, BH, wdm, RcppThread, kde1d |
| Suggests: | knitr, rmarkdown, ggplot2, AppliedPredictiveModeling, quantreg, tidyr, dplyr, purrr, scales, mgcv, testthat, covr |
| Published: | 2025-01-11 |
| DOI: | 10.32614/CRAN.package.vinereg |
| Author: | Thomas Nagler [aut, cre], Dani Kraus [ctb] |
| Maintainer: | Thomas Nagler |
| BugReports: | https://github.com/tnagler/vinereg/issues |
| License: | GPL-3 |
| URL: | https://tnagler.github.io/vinereg/ |
| NeedsCompilation: | yes |
| Materials: | README NEWS |
| CRAN checks: | vinereg results |
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