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D-vine quantile regression with discrete variables: analysis of bike rental data4 years ago
Required packages | Plot function for marginal effects | Data preparation | Load data | Rename variables | Un-normalize variables | Show trend | Remove trend | Drop useless variables | Declare discrete variables as ordered | D-vine regression model | Fit model | In-sample predictions | Marginal effects
Example usage of the vinereg package4 years ago
Load required packages | Data analysis | Load and clean data | D-vine regression models | Parametric D-vine quantile regression | Estimation of corresponding conditional quantiles | Comparison to the benchmark model: linear quantile regression | Nonparametric D-vine quantile regression | Discrete D-vine quantile regression | References
RcppThread8 years ago
Introduction | Thread safe communication with R | An R-friendly thread class | Parallel abstractions | Using the RcppThread package in other projects | Benchmarks
kdecopula9 years ago
Introduction | Kernel estimators of the copula density: a review | The package's functionality | Implementation based on spline interpolation | Comparison of methods | Summary and extensions