vinereg

D-Vine Quantile Regression

CRAN Package

Implements D-vine quantile regression models with parametric or nonparametric pair-copulas. See Kraus and Czado (2017) and Schallhorn et al. (2017) .

  • Version0.10.0
  • R versionunknown
  • LicenseGPL-3
  • Needs compilation?Yes
  • Last release02/09/2024

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  • Imports4 packages
  • Suggests12 packages
  • Linking To7 packages