exdqlm: Extended Dynamic Quantile Linear Models (original) (raw)
Routines for Bayesian estimation and analysis of dynamic quantile linear models utilizing the extended asymmetric Laplace error distribution, also known as extended dynamic quantile linear models (exDQLM) described in Barata et al (2020) <doi:10.1214/21-AOAS1497>.
| Version: | 0.1.4 |
|---|---|
| Depends: | R (≥ 2.10) |
| Imports: | stats, methods, graphics, dlm, coda, tictoc, magic, crch, truncnorm, HyperbolicDist, GeneralizedHyperbolic, brms, FNN, LaplacesDemon, grDevices |
| Suggests: | testthat (≥ 3.0.0) |
| Published: | 2025-09-11 |
| DOI: | 10.32614/CRAN.package.exdqlm |
| Author: | Raquel Barata [aut, cre], Raquel Prado [ths], Bruno Sanso [ths], Antonio Aguirre [aut] |
| Maintainer: | Raquel Barata <raquel.a.barata at gmail.com> |
| License: | MIT + file |
| NeedsCompilation: | no |
| Materials: | README, NEWS |
| CRAN checks: | exdqlm results |
Documentation:
Downloads:
Linking:
Please use the canonical formhttps://CRAN.R-project.org/package=exdqlmto link to this page.