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vinereg - MaRDI portal

vinereg (Q43056)

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D-Vine Quantile Regression
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English
vinereg
D-Vine Quantile Regression

    Statements

    swMATH work ID
    31345
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    instance of
    R package
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    software version identifier
    0.8.3
    publication date
    23 March 2022
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    0.2.0
    publication date
    29 May 2018
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    0.3.0
    publication date
    3 June 2018
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    0.5.0
    publication date
    10 August 2018
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    0.7.0
    publication date
    2 December 2019
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    0.7.1
    publication date
    12 October 2020
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    0.7.2
    publication date
    17 November 2020
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    0.7.3
    publication date
    24 February 2021
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    0.7.4
    publication date
    14 May 2021
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    0.8.0
    publication date
    23 November 2021
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    0.8.1
    publication date
    22 January 2022
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    0.8.2
    publication date
    15 March 2022
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    0.9.1
    publication date
    23 October 2023
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    0.9.2
    publication date
    2 November 2023
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    0.10.0
    publication date
    9 February 2024
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    CRAN project
    vinereg
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    programmed in
    R
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    last update
    9 February 2024
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    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>.
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    author
    Thomas Nagler
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    imports
    rvinecopulib
    software version identifier
    ≥ 0.6.1.1.2
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    kde1d
    software version identifier
    ≥ 1.0.2
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    Rcpp
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    assertthat
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