qarPI
Prediction Intervals for Quantile Autoregression
Provides prediction intervals for classical homoscedastic autoregressive models (AR(p)) and quantile autoregressive models (QAR(p)). The package implements percentile-based and predictive-root-based bootstrap procedures for constructing multi-step-ahead prediction intervals. For more details, see Novo and Sanchez-Sellero (2025) <doi:10.48550/arXiv.2512.22018>.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.1.0 |
rolling linux/jammy R-4.5 | qarPI_0.1.0.tar.gz |
105.2 KiB |
0.1.0 |
rolling linux/noble R-4.5 | qarPI_0.1.0.tar.gz |
105.2 KiB |
0.1.0 |
rolling source/ R- | qarPI_0.1.0.tar.gz |
10.9 KiB |
0.1.0 |
latest linux/jammy R-4.5 | qarPI_0.1.0.tar.gz |
105.2 KiB |
0.1.0 |
latest linux/noble R-4.5 | qarPI_0.1.0.tar.gz |
105.2 KiB |
0.1.0 |
latest source/ R- | qarPI_0.1.0.tar.gz |
10.9 KiB |
0.1.0 |
2026-04-26 source/ R- | qarPI_0.1.0.tar.gz |
10.9 KiB |
0.1.0 |
2026-04-23 source/ R- | qarPI_0.1.0.tar.gz |
10.9 KiB |