Package: vinereg 0.10.0

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>.

Authors:Thomas Nagler [aut, cre], Dani Kraus [ctb]

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vinereg.pdf |vinereg.html✨
vinereg/json (API)
NEWS

# Install 'vinereg' in R:
install.packages('vinereg', repos = c('https://tnagler.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/tnagler/vinereg/issues

Uses libs:
  • c++– GNU Standard C++ Library v3

On CRAN:

copulaestimationstatisticsvine

5.70 score 11 stars 23 scripts 241 downloads 5 exports 11 dependencies

Last updated 10 months agofrom:beed02ab90. Checks:OK: 9. Indexed: yes.

TargetResultDate
Doc / VignettesOKNov 05 2024
R-4.5-win-x86_64OKNov 05 2024
R-4.5-linux-x86_64OKNov 05 2024
R-4.4-win-x86_64OKNov 05 2024
R-4.4-mac-x86_64OKNov 05 2024
R-4.4-mac-aarch64OKNov 05 2024
R-4.3-win-x86_64OKNov 05 2024
R-4.3-mac-x86_64OKNov 05 2024
R-4.3-mac-aarch64OKNov 05 2024

Exports:cllcpdfcpitplot_effectsvinereg

Dependencies:assertthatBHkde1dlatticerandtoolboxRcppRcppEigenRcppThreadrngWELLrvinecopulibwdm

D-vine quantile regression with discrete variables: analysis of bike rental data

Dani Kraus and Thomas Nagler

Rendered frombike-rental.Rmdusingknitr::rmarkdownon Nov 05 2024.

Last update: 2022-01-22
Started: 2018-03-26

Example usage of the vinereg package

Daniel Kraus and Claudia Czado

Rendered fromabalone-example.Rmdusingknitr::rmarkdownon Nov 05 2024.

Last update: 2022-01-22
Started: 2017-10-17