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: |
0.3.0 |
| Depends: |
R (≥ 2.10) |
| Imports: |
stats, methods, graphics, coda, tictoc, magic, crch, truncnorm, GeneralizedHyperbolic, FNN, LaplacesDemon, grDevices, Rcpp, matrixStats |
| LinkingTo: |
BH, Rcpp, RcppArmadillo, RcppEigen |
| Suggests: |
rmarkdown, testthat (≥ 3.0.0), ggplot2, pkgload |
| Published: |
2026-02-07 |
| 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> |
| BugReports: |
https://github.com/AntonioAPDL/exdqlm/issues |
| License: |
MIT + file LICENSE |
| URL: |
https://github.com/AntonioAPDL/exdqlm |
| NeedsCompilation: |
yes |
| SystemRequirements: |
C++17; OpenMP (optional) |
| Materials: |
README, NEWS |
| CRAN checks: |
exdqlm results |