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>.

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