D-Vine Quantile Regression
Overview
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) doi:10.48550/arXiv.1705.08310.
DEPENDS
- Adapted the C++ interface to remain compatible with newer
rvinecopulibreleases and their C++17 requirements.
BUG FIXES
- Stabilized a platform-sensitive test for fixed variable orders.
- Forwarded
coreswhen predicting conditional means. - Improved validation of variable orders and prediction data.
IMPROVEMENTS
- Formula transformations and interactions now produce an informative error; transformed predictors can be computed in
databefore fitting. - Observation weights are aligned with rows omitted because of missing data.
- Original factor names can be used in fixed variable orders. Expanded dummy names remain supported for backwards compatibility.
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NEW FEATURES
- Added
logLik(),nobs(),formula(), andmodel.frame()methods for fitted models. StandardAIC()andBIC()methods are now available.
DOCUMENTATION
- Clarified the supported formula and prediction interfaces, conditional density outputs, and the interpretation of marginal effect plots.
From NEWS.md in the release
Install
Health
- OK13 OK2026-09-01
- ERROR10 OK, 2 NOTE, 2 ERROR2026-03-10
Documentation
- Help pages
- 8includes a package overview page
- Examples that run
- 100%6 run in a plain check
- Exported functions with examples
- 100%
- Documented parameters
- 100%
- Return-value docs
- 100%
- Help pages citing references
- 25%
Downloads
Repository
- PRs merged (all time)
- 95%
- Median days to close, 50 most recently updated closed issues
- 0
- Median days to close, 50 most recently updated closed PRs
- 0
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9 development-tooling and community-health practices detected across 5 families in the upstream repository
Checks run against github.com/tnagler/vinereg on 2026-10-21.
The R CMD check workflow runs on Linux, macOS and Windows, and on R-devel
GitHub Pages site last deployed 2026-08-31 · The repository has a site deploy workflow
pkgdown site last built 2026-08-31
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Dependencies
Code & Tests
People & History
Pick two releases to compare their code metrics.
- 0.13.0Latest
- RR 4.6.0 released · 2026-04-24
- 0.12.12025-12-10 · diff ↗
- RR 4.5.0 released · 2025-04-11
- 0.11.02025-01-11 · diff ↗
- RR 4.4.0 released · 2024-04-24
- 0.10.0
- 0.9.22023-11-02 · diff ↗
- 0.9.1
- RR 4.3.0 released · 2023-04-21
- RR 4.2.0 released · 2022-04-22
- 0.8.32022-03-23 · diff ↗
- 0.8.22022-03-15 · diff ↗
- 0.8.12022-01-22 · diff ↗
- 0.8.02021-11-23 · diff ↗
- RR 4.1.0 released · 2021-05-18
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Package metadata
- First published
- 2018-05-29
- Total releases
- 18 / 8 yrs
- License
- GPL-3 OSI
- Download size
- 1.1 MB
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