Package: vinereg 0.11.0

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]

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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

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

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

On CRAN:

copulaestimationstatisticsvinecpp

6.07 score 11 stars 27 scripts 327 downloads 5 exports 11 dependencies

Last updated 21 days agofrom:fc5f973fe1. Checks:9 OK. Indexed: yes.

TargetResultLatest binary
Doc / VignettesOKJan 11 2025
R-4.5-win-x86_64OKJan 11 2025
R-4.5-linux-x86_64OKJan 11 2025
R-4.4-win-x86_64OKJan 11 2025
R-4.4-mac-x86_64OKJan 11 2025
R-4.4-mac-aarch64OKJan 11 2025
R-4.3-win-x86_64OKJan 11 2025
R-4.3-mac-x86_64OKJan 11 2025
R-4.3-mac-aarch64OKJan 11 2025

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 Jan 11 2025.

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 Jan 11 2025.

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