vinereg

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>.


References in zbMATH (referenced in 1 article )

Showing result 1 of 1.
Sorted by year (citations)

  1. Czado, Claudia: Analyzing dependent data with vine copulas. A practical guide with R (2019)