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>.

Version: 0.7.0
Imports: rvinecopulib (≥ 0.5.0.1.0), kde1d (≥ 1.0.2), Rcpp, assertthat
LinkingTo: rvinecopulib, RcppEigen, Rcpp, BH, wdm, RcppThread, kde1d
Suggests: knitr, rmarkdown, ggplot2, PivotalR, quantreg, tidyr, dplyr, purrr, scales, mgcv, testthat, covr
Published: 2019-12-02
Author: Thomas Nagler [aut, cre], Dani Kraus [ctb]
Maintainer: Thomas Nagler <mail at tnagler.com>
BugReports: https://github.com/tnagler/vinereg/issues
License: GPL-3
URL: https://tnagler.github.io/vinereg
NeedsCompilation: yes
Materials: README NEWS
CRAN checks: vinereg results

Downloads:

Reference manual: vinereg.pdf
Vignettes: Example usage of the vinereg package
Analysis of bike rental data
Package source: vinereg_0.7.0.tar.gz
Windows binaries: r-devel: vinereg_0.7.0.zip, r-devel-gcc8: vinereg_0.5.0.zip, r-release: vinereg_0.7.0.zip, r-oldrel: vinereg_0.7.0.zip
OS X binaries: r-release: vinereg_0.7.0.tgz, r-oldrel: vinereg_0.7.0.tgz
Old sources: vinereg archive

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