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CRAN: Package vinereg

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) <doi:10.48550/arXiv.1705.08310>.

Version: 0.11.0 Imports: rvinecopulib (≥ 0.6.1.1.2), kde1d (≥ 1.1.0), Rcpp, assertthat LinkingTo: rvinecopulib, RcppEigen, Rcpp, BH, wdm, RcppThread, kde1d Suggests: knitr, rmarkdown, ggplot2, AppliedPredictiveModeling, quantreg, tidyr, dplyr, purrr, scales, mgcv, testthat, covr Published: 2025-01-11 DOI: 10.32614/CRAN.package.vinereg Author: Thomas Nagler [aut, cre], Dani Kraus [ctb] Maintainer: Thomas Nagler <mail at tnagler.com> BugReports: https://github.com/tnagler/vinereg/issues License: GPL-3 URL: https://tnagler.github.io/vinereg/ NeedsCompilation: yes Materials: README NEWS CRAN checks: vinereg results Documentation: Downloads: Linking:

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