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>.


Reference manual

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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