D-Vine Quantile Regression
Conditional log-likelihood
Conditional PDF
Conditional probability integral transform
Plot marginal effects of a D-vine regression model
Predict conditional mean and quantiles from a D-vine regression model
D-vine regression models
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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