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>.

Getting started

Package details

AuthorRaquel Barata [aut, cre], Raquel Prado [ths], Bruno Sanso [ths]
MaintainerRaquel Barata <raquel.a.barata@gmail.com>
LicenseMIT + file LICENSE
Package repositoryView on CRAN
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exdqlm documentation built on July 20, 2021, 9:07 a.m.