CRAN/E | vinereg

vinereg

D-Vine Quantile Regression

Installation

About

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) .

tnagler.github.io/vinereg/
Bug report File report

Key Metrics

Version 0.10.0
Published 2024-02-09 76 days ago
Needs compilation? yes
License GPL-3
CRAN checks vinereg results

Downloads

Yesterday 6 0%
Last 7 days 42 -40%
Last 30 days 282 -17%
Last 90 days 1.006 -24%
Last 365 days 3.862 +0%

Maintainer

Maintainer

Thomas Nagler

mail@tnagler.com

Authors

Thomas Nagler

aut / cre

Dani Kraus

ctb

Material

README
NEWS
Reference manual
Package source

Vignettes

Example usage of the vinereg package
Analysis of bike rental data

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

vinereg archive

Imports

rvinecopulib ≥ 0.6.1.1.2
kde1d ≥ 1.0.2
Rcpp
assertthat

Suggests

knitr
rmarkdown
ggplot2
AppliedPredictiveModeling
quantreg
tidyr
dplyr
purrr
scales
mgcv
testthat
covr

LinkingTo

rvinecopulib
RcppEigen
Rcpp
BH
wdm
RcppThread
kde1d