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>.
Version: | 0.5.0 |
Imports: | cctools, rvinecopulib (≥ 0.3.0), future, furrr, kde1d (≥ 0.2.0) |
Suggests: | knitr, rmarkdown, ggplot2, PivotalR, quantreg, tidyr, dplyr, purrr, scales, mgcv, testthat, covr |
Published: | 2018-08-09 |
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: | no |
Materials: | README NEWS |
CRAN checks: | vinereg results |
Reference manual: | vinereg.pdf |
Vignettes: |
Example usage of the vinereg package Analysis of bike rental data |
Package source: | vinereg_0.5.0.tar.gz |
Windows binaries: | r-devel: vinereg_0.5.0.zip, r-release: vinereg_0.5.0.zip, r-oldrel: vinereg_0.5.0.zip |
OS X binaries: | r-release: vinereg_0.5.0.tgz, r-oldrel: vinereg_0.5.0.tgz |
Old sources: | vinereg archive |
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