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 <mail@tnagler.com>
LicenseGPL-3
Version0.7.4
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 15, 2021, 1:06 a.m.