vinereg

D-Vine Quantile Regression

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) <arXiv:1705.08310>.

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Description file content

Package
vinereg
Type
Package
Title
D-Vine Quantile Regression
Version
0.5.0
Maintainer
Thomas Nagler
Description
Implements D-vine quantile regression models with parametric or nonparametric pair-copulas. See Kraus and Czado (2017) and Schallhorn et al. (2017) .
License
GPL-3
LazyData
TRUE
Imports
cctools, rvinecopulib (>= 0.3.0), future, furrr, kde1d (>= 0.2.0),
RoxygenNote
6.1.0
NeedsCompilation
no
Suggests
knitr, rmarkdown, ggplot2, PivotalR, quantreg, tidyr, dplyr, purrr, scales, mgcv, testthat, covr
VignetteBuilder
knitr
URL
BugReports
https://github.com/tnagler/vinereg/issues
Packaged
2018-08-09 22:27:37 UTC; n5
Author
Thomas Nagler [aut, cre], Dani Kraus [ctb]
Repository
CRAN
Date/Publication
2018-08-09 23:00:03 UTC

install.packages('vinereg')

0.5.0

2 months ago

https://tnagler.github.io/vinereg

Thomas Nagler

GPL-3

Imports

cctools, rvinecopulib (>= 0.3.0), future, furrr, kde1d (>= 0.2.0),

Suggests

knitr, rmarkdown, ggplot2, PivotalR, quantreg, tidyr, dplyr, purrr, scales, mgcv, testthat, covr

Discussions