David Jobst
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Software

I developed and maintain the following packages for the statistical software R:

  • cvinereg: C-Vine Copula based Mean and Quantile Regression.
  • mixnhreg: Mixtures of Non-Homogeneous Linear Regression Models.
  • boostCopula: Gradient-Boosted Estimation of Generalized Linear Models for Conditional Vine Copulas.
  • gamvinereg: D-Vine Generalized Additive Model Copula based Quantile Regression.
  • tsEMOS: Time Series based Ensemble Model Output Statistics.
  • eppverification: Verification Tools for the Statistical Postprocessing of Ensemble Forecasts.
 

© David Jobst. 2026.