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DESCRIPTION
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DESCRIPTION
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Package: cvinereg
Type: Package
Title: C-Vine Quantile Regression
Version: 0.1.0
Authors@R: c(
person("David", "Jobst",, "jobstd@uni-hildesheim.de", role = c("aut", "cre")),
person("Thomas", "Nagler",, "mail@tnagler.com", role = c("ctb"))
)
Maintainer: David Jobst <jobstd@uni-hildesheim.de>
Description:
Implements C-vine quantile regression models with
parametric or nonparametric pair-copulas. See
Tepegjozova and Czado (2019) <https://mediatum.ub.tum.de/doc/1536070/1536070.pdf> and
Tepegjozova et al. (2022) <https://doi.org/10.1515/demo-2022-0100>.
License: GPL-3
Imports:
rvinecopulib (>= 0.6.1.1.2),
kde1d (>= 1.0.2),
Rcpp,
assertthat
LinkingTo:
rvinecopulib,
RcppEigen,
Rcpp,
BH,
wdm,
RcppThread,
kde1d
Suggests:
knitr,
rmarkdown,
ggplot2
RoxygenNote: 7.3.2
Roxygen: list(markdown = TRUE)
URL: https://github.com/jobstdavid/cvinereg/
BugReports: https://github.com/jobstdavid/cvinereg/issues
Encoding: UTF-8