An extension of the D-vine based forward regression procedure to a R-vine forward regression is proposed. In this extension any R-vine structure can be taken into account. Moreover, a new heuristic is proposed to determine which R-vine structure is the most appropriate to model the conditional distribution of the response variable given the covariates. It is shown in the simulation that the performance of the heuristic is comparable to the D-vine based approach. Furthermore, it is explained how to extend the heuristic into a situation when more than one response variable are of interest. Finally, the proposed R-vine regression is applied to perform a stress analysis on the manufacturing sector which shows its impact on the whole economy.

中文翻译：

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简化的基于 R-vine 的前向回归

建议将基于 D-vine 的前向回归程序扩展到 R-vine 前向回归。在这个扩展中，可以考虑任何 R 藤结构。此外，提出了一种新的启发式方法，以确定哪种 R-vine 结构最适合对给定协变量的响应变量的条件分布进行建模。仿真表明，启发式算法的性能与基于 D-vine 的方法相当。此外，还解释了如何将启发式扩展到感兴趣的响应变量不止一个的情况。最后，应用建议的 R-vine 回归对制造业进行压力分析，显示其对整个经济的影响。