exdqlm: 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>.

Version:	0.1.2
Depends:	R (≥ 2.10)
Imports:	stats, methods, graphics, dlm, coda, tictoc, magic, crch, truncnorm, HyperbolicDist, GeneralizedHyperbolic, brms, FNN, LaplacesDemon, grDevices
Published:	2021-07-20
Author:	Raquel Barata [aut, cre], Raquel Prado [ths], Bruno Sanso [ths]
Maintainer:	Raquel Barata <raquel.a.barata at gmail.com>
License:	MIT + file LICENSE
NeedsCompilation:	no
Materials:	NEWS
CRAN checks:	exdqlm results

Documentation:

Reference manual:

exdqlm.pdf

Downloads:

Package source:	exdqlm_0.1.2.tar.gz
Windows binaries:	r-devel: exdqlm_0.1.2.zip, r-release: exdqlm_0.1.2.zip, r-oldrel: exdqlm_0.1.2.zip
macOS binaries:	r-release (arm64): exdqlm_0.1.2.tgz, r-oldrel (arm64): exdqlm_0.1.2.tgz, r-release (x86_64): exdqlm_0.1.2.tgz, r-oldrel (x86_64): exdqlm_0.1.2.tgz
Old sources:	exdqlm archive

Linking:

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