Package: vinereg 0.12.0

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) <doi:10.48550/arXiv.1705.08310>.

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

vinereg_0.12.0.tar.gz
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manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
vinereg/json (API)

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

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

Pkgdown/docs site:https://tnagler.github.io

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

On CRAN:

Conda:

copulaestimationstatisticsvinecpp

5.52 score 11 stars 30 scripts 327 downloads 5 exports 11 dependencies

Last updated from:a583290efb. Checks:10 NOTE, 2 OK, 1 ERROR. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-arm64NOTE218
linux-devel-x86_64NOTE227
source / vignettesOK438
linux-release-arm64NOTE214
linux-release-x86_64NOTE204
macos-release-arm64NOTE193
macos-release-x86_64NOTE307
macos-oldrel-arm64ERROR156
macos-oldrel-x86_64NOTE513
windows-develNOTE230
windows-releaseNOTE266
windows-oldrelNOTE224
wasm-releaseOK161

Exports:cllcpdfcpitplot_effectsvinereg

Dependencies:assertthatBHkde1dlatticerandtoolboxRcppRcppEigenRcppThreadrngWELLrvinecopulibwdm

D-vine quantile regression with discrete variables: analysis of bike rental data
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
Rendered frombike-rental.Rmdusingknitr::rmarkdown

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

Example usage of the vinereg package
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
Rendered fromabalone-example.Rmdusingknitr::rmarkdown

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