exdqlm-package: exdqlm: Extended Dynamic Quantile Linear Models
In exdqlm: Extended Dynamic Quantile Linear Models
exdqlm-package R Documentation
exdqlm: Extended Dynamic Quantile Linear Models
Description
Routines for Bayesian estimation and analysis of dynamic quantile linear models
using the extended asymmetric Laplace error distribution (exDQLM).
Runtime options
-
options(exdqlm.use_cpp_kf = TRUE|FALSE) – C++ Kalman bridge (optional; default TRUE).
-
options(exdqlm.use_cpp_samplers = TRUE|FALSE) – C++ samplers (optional; default FALSE).
Author(s)
Maintainer: Raquel Barata raquel.a.barata@gmail.com
Authors:
Antonio Aguirre
Other contributors:
Raquel Prado [thesis advisor]
Bruno Sanso [thesis advisor]
See Also
Useful links:
exdqlm documentation built on Feb. 8, 2026, 1:06 a.m.
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| exdqlm-package | R Documentation |
exdqlm: Extended Dynamic Quantile Linear Models
Description
Routines for Bayesian estimation and analysis of dynamic quantile linear models using the extended asymmetric Laplace error distribution (exDQLM).
Runtime options
-
options(exdqlm.use_cpp_kf = TRUE|FALSE)– C++ Kalman bridge (optional; default TRUE). -
options(exdqlm.use_cpp_samplers = TRUE|FALSE)– C++ samplers (optional; default FALSE).
Author(s)
Maintainer: Raquel Barata raquel.a.barata@gmail.com
Authors:
Antonio Aguirre
Other contributors:
Raquel Prado [thesis advisor]
Bruno Sanso [thesis advisor]
See Also
Useful links:
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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