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:
vinereg_0.10.0.tar.gz
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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')) |
Bug tracker:https://github.com/tnagler/vinereg/issues
copulaestimationstatisticsvine
Last updated 9 months agofrom:beed02ab90. Checks:OK: 9. Indexed: yes.
Target | Result | Date |
---|---|---|
Doc / Vignettes | OK | Nov 05 2024 |
R-4.5-win-x86_64 | OK | Nov 05 2024 |
R-4.5-linux-x86_64 | OK | Nov 05 2024 |
R-4.4-win-x86_64 | OK | Nov 05 2024 |
R-4.4-mac-x86_64 | OK | Nov 05 2024 |
R-4.4-mac-aarch64 | OK | Nov 05 2024 |
R-4.3-win-x86_64 | OK | Nov 05 2024 |
R-4.3-mac-x86_64 | OK | Nov 05 2024 |
R-4.3-mac-aarch64 | OK | Nov 05 2024 |
Exports:cllcpdfcpitplot_effectsvinereg
Dependencies:assertthatBHkde1dlatticerandtoolboxRcppRcppEigenRcppThreadrngWELLrvinecopulibwdm
D-vine quantile regression with discrete variables: analysis of bike rental data
Rendered frombike-rental.Rmd
usingknitr::rmarkdown
on Nov 05 2024.Last update: 2022-01-22
Started: 2018-03-26
Example usage of the vinereg package
Rendered fromabalone-example.Rmd
usingknitr::rmarkdown
on Nov 05 2024.Last update: 2022-01-22
Started: 2017-10-17
Readme and manuals
Help Manual
Help page | Topics |
---|---|
Conditional log-likelihood | cll |
Conditional PDF | cpdf |
Conditional probability integral transform | cpit |
Plot marginal effects of a D-vine regression model | plot_effects |
Predict conditional mean and quantiles from a D-vine regression model | fitted.vinereg predict.vinereg |
D-vine regression models | vinereg |