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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) <arXiv:1705.08310>.
Getting started
Browse package contents
Package details |
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| Author | Thomas Nagler [aut, cre], Dani Kraus [ctb] |
| Maintainer | Thomas Nagler <mail@tnagler.com> |
| License | GPL-3 |
| Version | 0.10.0 |
| URL | https://tnagler.github.io/vinereg/ |
| Package repository | View on CRAN |
| Installation |
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