mpiktas/mqmod: tools for estimating moving quantile effects in time series models

mqmod is package which lets estimate and test the presence of effects of moving quantiles in time series.

Getting started

Package details

AuthorVirmantas Kvedaras <virmantas.kvedaras@mif.vu.lt>, Vaidotas Zemlys <vaidotas.zemlys@mif.vu.lt>
MaintainerVaidotas Zemlys <zemlys@gmail.com>
LicenseMIT
Version0.0.1
URL https://github.com/mpiktas/mqmod
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("mpiktas/mqmod")
mpiktas/mqmod documentation built on May 23, 2019, 6:31 a.m.