vinereg

MaRDI QIDQ43056swMATHCRANFDO

Authors Thomas Nagler

Last update 9 February 2024

Copyright license GNU General Public License, version 3.0

Software version identifier 0.8.3, 0.2.0, 0.3.0, 0.5.0, 0.7.0, 0.7.1, 0.7.2, 0.7.3, 0.7.4, 0.8.0, 0.8.1, 0.8.2, 0.9.1, 0.9.2, 0.10.0

Official website https://cran.r-project.org/web/packages/vinereg/index.html

Source code repository https://github.com/cran/vinereg

Description

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>.

Cites work

• D-vine copula based quantile regression
• D-vine quantile regression with discrete variables

Cited in

(12)

• Analyzing dependent data with vine copulas. A practical guide with R
• Nonparametric C- and D-vine-based quantile regression
• dagitty
• rvinecopulib
• pacotest
• kdecopula
• gamCopula
• penRvine
• CDVineCopulaConditional
• pencopulaCond
• pyvinecopulib
• kde1d

This page was built for software: vinereg