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vinereg

swMATH ID: 31345
Software Authors: Thomas Nagler, Dani Kraus
Description: R package 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>.
Homepage: https://cran.r-project.org/web/packages/vinereg/index.html
Source Code:  https://github.com/cran/vinereg
Dependencies: R
Related Software: rvinecopulib; kdecopula; R; CopulaModel; kde1d; grf; UCI-ml; pencopulaCond; copula; CDVineCopulaConditional; pyvinecopulib; penRvine; gamCopula; TSP; kdevine; PivotalR; pacotest; fGarch; bnlearn; VineCopula
Cited in: 2 Documents

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