Extended Dynamic Quantile Linear Models

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) < https://www.soe.ucsc.edu/research/technical-reports/UCSC-SOE-20-14>.


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Reference manual

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install.packages("exdqlm")

0.1.2 by Raquel Barata, 2 months ago


Browse source code at https://github.com/cran/exdqlm


Authors: Raquel Barata [aut, cre] , Raquel Prado [ths] , Bruno Sanso [ths]


Documentation:   PDF Manual  


MIT + file LICENSE license


Imports stats, methods, graphics, dlm, coda, tictoc, magic, crch, truncnorm, HyperbolicDist, GeneralizedHyperbolic, brms, FNN, LaplacesDemon, grDevices


See at CRAN