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DESCRIPTION
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DESCRIPTION
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Package: vinereg
Type: Package
Title: D-Vine Quantile Regression
Version: 0.10.0
Authors@R: c(
person("Thomas", "Nagler",, "[email protected]", role = c("aut", "cre")),
person("Dani", "Kraus",,, role = c("ctb"))
)
Maintainer: Thomas Nagler <[email protected]>
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>.
License: GPL-3
Imports:
rvinecopulib (>= 0.6.1.1.2),
kde1d (>= 1.0.2),
Rcpp,
assertthat
LinkingTo:
rvinecopulib,
RcppEigen,
Rcpp,
BH,
wdm,
RcppThread,
kde1d
RoxygenNote: 7.2.3
Roxygen: list(markdown = TRUE)
Suggests:
knitr,
rmarkdown,
ggplot2,
AppliedPredictiveModeling,
quantreg,
tidyr,
dplyr,
purrr,
scales,
mgcv,
testthat,
covr
VignetteBuilder: knitr
URL: https://tnagler.github.io/vinereg/
BugReports: https://github.com/tnagler/vinereg/issues
Encoding: UTF-8