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vinereg

D-Vine Quantile Regression

v0.12.1 · Dec 10, 2025 · GPL-3

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) <doi:10.48550/arXiv.1705.08310>.

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CRAN Check Status

2 ERROR
2 NOTE
10 OK
Show all 14 flavors
Flavor Status
r-devel-linux-x86_64-debian-clang OK
r-devel-linux-x86_64-debian-gcc OK
r-devel-linux-x86_64-fedora-clang OK
r-devel-linux-x86_64-fedora-gcc OK
r-devel-macos-arm64 OK
r-devel-windows-x86_64 OK
r-oldrel-macos-arm64 ERROR
r-oldrel-macos-x86_64 NOTE
r-oldrel-windows-x86_64 NOTE
r-patched-linux-x86_64 OK
r-release-linux-x86_64 OK
r-release-macos-arm64 ERROR
r-release-macos-x86_64 OK
r-release-windows-x86_64 OK
Check details (5 non-OK)
NOTE r-oldrel-macos-arm64

installed package size

installed size is 56.7Mb
  sub-directories of 1Mb or more:
    doc    1.6Mb
    libs  54.9Mb
ERROR r-oldrel-macos-arm64

tests

Running ‘testthat.R’ [2s/2s]
Running the tests in ‘tests/testthat.R’ failed.
Complete output:
  > library(vinereg)
  > 
  > if (require(testthat)) test_check("vinereg")
  Loading required package: testthat
  Saving _problems/test-vinereg-58.R
  [ FAIL 1 | WARN 0 | SKIP 0 | PASS 61 ]
  
  ══ Failed tests ════════════════════════════════════════════════════════════════
  ── Failure ('test-vinereg.R:58:3'): works with fixed order ─────────────────────
  Expected `summary(fit_auto$vine)` to equal `summary(fit_ord$vine)`.
  Differences:
  Component "parameters": Component 6: Mean relative difference: 3.514332e-08
  Component "tau": Mean relative difference: 7.442122e-08
  
  [ FAIL 1 | WARN 0 | SKIP 0 | PASS 61 ]
  Error:
  ! Test failures.
  Execution halted
NOTE r-oldrel-macos-x86_64

installed package size

installed size is 58.3Mb
  sub-directories of 1Mb or more:
    doc    1.6Mb
    libs  56.5Mb
NOTE r-oldrel-windows-x86_64

installed package size

installed size is  6.9Mb
  sub-directories of 1Mb or more:
    doc    1.6Mb
    libs   5.1Mb
ERROR r-release-macos-arm64

tests

Running ‘testthat.R’ [2s/2s]
Running the tests in ‘tests/testthat.R’ failed.
Complete output:
  > library(vinereg)
  > 
  > if (require(testthat)) test_check("vinereg")
  Loading required package: testthat
  Saving _problems/test-vinereg-58.R
  [ FAIL 1 | WARN 0 | SKIP 0 | PASS 61 ]
  
  ══ Failed tests ════════════════════════════════════════════════════════════════
  ── Failure ('test-vinereg.R:58:3'): works with fixed order ─────────────────────
  Expected `summary(fit_auto$vine)` to equal `summary(fit_ord$vine)`.
  Differences:
  Component "parameters": Component 6: Mean relative difference: 3.674716e-08
  Component "tau": Mean relative difference: 1.967448e-08
  
  [ FAIL 1 | WARN 0 | SKIP 0 | PASS 61 ]
  Error:
  ! Test failures.
  Execution halted

Check History

ERROR 10 OK · 2 NOTE · 0 WARNING · 2 ERROR · 0 FAILURE Mar 10, 2026
ERROR r-release-macos-arm64

tests

Running ‘testthat.R’ [2s/2s]
Running the tests in ‘tests/testthat.R’ failed.
Complete output:
  > library(vinereg)
  > 
  > if (require(testthat)) test_check("vinereg")
  Loading required package: testthat
  Saving _problems/test-vinereg-58.R
  [ FAI
...[truncated]...
$vine)`.
  Differences:
  Component "parameters": Component 6: Mean relative difference: 3.674716e-08
  Component "tau": Mean relative difference: 1.967448e-08
  
  [ FAIL 1 | WARN 0 | SKIP 0 | PASS 61 ]
  Error:
  ! Test failures.
  Execution halted
ERROR r-oldrel-macos-arm64

installed package size

installed size is 56.7Mb
  sub-directories of 1Mb or more:
    doc    1.6Mb
    libs  54.9Mb
NOTE r-oldrel-macos-x86_64

installed package size

installed size is 58.3Mb
  sub-directories of 1Mb or more:
    doc    1.6Mb
    libs  56.5Mb
NOTE r-oldrel-windows-x86_64

installed package size

installed size is  6.9Mb
  sub-directories of 1Mb or more:
    doc    1.6Mb
    libs   5.1Mb

Dependency Network

Dependencies Reverse dependencies rvinecopulib kde1d Rcpp assertthat vinereg

Version History

new 0.12.1 Mar 10, 2026
updated 0.12.1 ← 0.11.0 diff Dec 9, 2025
updated 0.11.0 ← 0.10.0 diff Jan 10, 2025
updated 0.10.0 ← 0.9.2 diff Feb 8, 2024
updated 0.9.2 ← 0.9.1 diff Nov 1, 2023
updated 0.9.1 ← 0.8.3 diff Oct 22, 2023
updated 0.8.3 ← 0.8.2 diff Mar 22, 2022
updated 0.8.2 ← 0.8.1 diff Mar 14, 2022
updated 0.8.1 ← 0.8.0 diff Jan 21, 2022
updated 0.8.0 ← 0.7.4 diff Nov 22, 2021
updated 0.7.4 ← 0.7.3 diff May 13, 2021
updated 0.7.3 ← 0.7.2 diff Feb 23, 2021
updated 0.7.2 ← 0.7.1 diff Nov 16, 2020
updated 0.7.1 ← 0.7.0 diff Oct 11, 2020
updated 0.7.0 ← 0.5.0 diff Dec 1, 2019
updated 0.5.0 ← 0.3.0 diff Aug 9, 2018
updated 0.3.0 ← 0.2.0 diff Jun 2, 2018
new 0.2.0 May 28, 2018