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>.

Package details

AuthorThomas Nagler [aut, cre], Dani Kraus [ctb]
MaintainerThomas Nagler <[email protected]>
LicenseGPL-3
Version0.5.0
URL https://tnagler.github.io/vinereg
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("vinereg")

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vinereg documentation built on May 2, 2019, 6:42 a.m.