Package: vinereg 0.13.0

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_0.13.0.tar.gz
vinereg_0.13.0.zip(r-4.7-x86_64)vinereg_0.13.0.zip(r-4.7-arm64)vinereg_0.13.0.zip(r-4.6-x86_64)vinereg_0.13.0.zip(r-4.6-arm64)vinereg_0.13.0.zip(r-4.5-x86_64)
vinereg_0.13.0.tgz(r-4.6-x86_64)vinereg_0.13.0.tgz(r-4.6-arm64)vinereg_0.13.0.tgz(r-4.5-x86_64)vinereg_0.13.0.tgz(r-4.5-arm64)
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vinereg_0.13.0.tgz(r-4.6-emscripten)
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

6.02 score 11 stars 32 scripts 418 downloads 5 exports 11 dependencies

Last updated from:9b2377f2bf. Checks:15 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-arm64OK214
linux-devel-x86_64OK269
source / vignettesOK471
linux-release-arm64OK206
linux-release-x86_64OK220
macos-release-arm64OK187
macos-release-x86_64OK509
macos-oldrel-arm64OK213
macos-oldrel-x86_64OK362
windows-devel-arm64OK279
windows-devel-x86_64OK231
windows-release-arm64OK340
windows-release-x86_64OK195
windows-oldrel-x86_64OK297
wasm-releaseOK131

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: 2026-08-31
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: 2026-08-31
Started: 2017-10-17