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>.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.3.0 |
rolling source/ R- | exdqlm_0.3.0.tar.gz |
315.2 KiB |
0.3.0 |
latest 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 |