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vinereg - MaRDI portal

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vinereg (Q43056)

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D-Vine Quantile Regression
Language Label Description Also known as
English
vinereg
D-Vine Quantile Regression

    Statements

    instance of
    R package
    0 references
    software version identifier
    0.8.3
    publication date
    23 March 2022
    0 references
    0.2.0
    publication date
    29 May 2018
    0 references
    0.3.0
    publication date
    3 June 2018
    0 references
    0.5.0
    publication date
    10 August 2018
    0 references
    0.7.0
    publication date
    2 December 2019
    0 references
    0.7.1
    publication date
    12 October 2020
    0 references
    0.7.2
    publication date
    17 November 2020
    0 references
    0.7.3
    publication date
    24 February 2021
    0 references
    0.7.4
    publication date
    14 May 2021
    0 references
    0.8.0
    publication date
    23 November 2021
    0 references
    0.8.1
    publication date
    22 January 2022
    0 references
    0.8.2
    publication date
    15 March 2022
    0 references
    0.9.1
    publication date
    23 October 2023
    0 references
    0.9.2
    publication date
    2 November 2023
    0 references
    0.10.0
    publication date
    9 February 2024
    0 references
    programmed in
    R
    0 references
    last update
    9 February 2024
    0 references
    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>.
    0 references
    author
    Thomas Nagler
    0 references
    imports
    rvinecopulib
    software version identifier
    ≥ 0.6.1.1.2
    0 references
    kde1d
    software version identifier
    ≥ 1.0.2
    0 references
    Rcpp
    0 references
    assertthat
    0 references

    Identifiers

    swMATH work ID
    31345
    0 references
    CRAN project
    vinereg
    0 references
     
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