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 <>
Package repositoryView on CRAN
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vinereg documentation built on Nov. 2, 2023, 5:51 p.m.