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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) <doi:10.48550/arXiv.1705.08310>.

Version: 0.10.0
Imports: rvinecopulib (≥ 0.6.1.1.2), kde1d (≥ 1.0.2), Rcpp, assertthat
LinkingTo: rvinecopulib, RcppEigen, Rcpp, BH, wdm, RcppThread, kde1d
Suggests: knitr, rmarkdown, ggplot2, AppliedPredictiveModeling, quantreg, tidyr, dplyr, purrr, scales, mgcv, testthat, covr
Published: 2024-02-09
DOI: 10.32614/CRAN.package.vinereg
Author: Thomas Nagler [aut, cre], Dani Kraus [ctb]
Maintainer: Thomas Nagler <mail at tnagler.com>
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

Documentation:

Reference manual: vinereg.pdf
Vignettes: Example usage of the vinereg package
Analysis of bike rental data

Downloads:

Package source: vinereg_0.10.0.tar.gz
Windows binaries: r-devel: vinereg_0.10.0.zip, r-release: vinereg_0.10.0.zip, r-oldrel: vinereg_0.10.0.zip
macOS binaries: r-release (arm64): vinereg_0.10.0.tgz, r-oldrel (arm64): vinereg_0.10.0.tgz, r-release (x86_64): vinereg_0.10.0.tgz, r-oldrel (x86_64): vinereg_0.10.0.tgz
Old sources: vinereg archive

Linking:

Please use the canonical form https://CRAN.R-project.org/package=vinereg to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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