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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) <doi:10.1214/21-AOAS1497>.

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VersionRepositoryFileSize
0.3.0 rolling linux/jammy R-4.5 exdqlm_0.3.0.tar.gz 708.9 KiB
0.3.0 rolling linux/noble R-4.5 exdqlm_0.3.0.tar.gz 718.7 KiB
0.3.0 rolling source/ R- exdqlm_0.3.0.tar.gz 315.2 KiB
0.3.0 latest linux/jammy R-4.5 exdqlm_0.3.0.tar.gz 708.9 KiB
0.3.0 latest linux/noble R-4.5 exdqlm_0.3.0.tar.gz 718.7 KiB
0.3.0 latest source/ R- exdqlm_0.3.0.tar.gz 315.2 KiB
0.3.0 2026-04-26 source/ R- exdqlm_0.3.0.tar.gz 315.2 KiB
0.3.0 2026-04-23 source/ R- exdqlm_0.3.0.tar.gz 315.2 KiB
0.3.0 2026-04-09 windows/windows R-4.5 exdqlm_0.3.0.zip 1.0 MiB
0.1.3 2025-04-20 source/ R- exdqlm_0.1.3.tar.gz 261.5 KiB

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