tnagler/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

Package details

MaintainerThomas Nagler <[email protected]>
LicenseGPL-3
Version0.6.0
URL https://tnagler.github.io/vinereg
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("tnagler/vinereg")
tnagler/vinereg documentation built on May 29, 2019, 10:33 a.m.