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exdqlm (version 0.1.3)

Extended Dynamic Quantile Linear Models

Description

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) .

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Version

Install

install.packages('exdqlm')

Monthly Downloads

250

Version

0.1.3

License

MIT + file LICENSE

Maintainer

Raquel Barata

Last Published

February 16th, 2023

Functions in exdqlm (0.1.3)

transfn_exdqlmISVB

Transfer Function exDQLM - ISVB algorithm
exdqlmForecast

k-step-ahead Forecast
combineMods

Combines state space blocks of an exDQLM
exdqlmISVB

exDQLM - ISVB algorithm
BTflow

Monthly time-series of water flow at Big Tree water gauge.
exdqlmChecks

exDQLM Diagnostics
compPlot

Plot a component of an exDQLM
exdqlmPlot

Plot exDQLM
dlmMod

Create state space model of exDQLM from DLM
exdqlmMCMC

exDQLM - MCMC algorithm
ELIanoms

Daily time-series of ELI anomalies.
seasMod

Create Fourier representation of a periodic exDQLM component
scIVTmag

Time series of daily average magnitude IVT in Santa Cruz, CA.
polytrendMod

Create an n-th order polynomial exDQLM component
nino34

Monthly Niño 3.4 Index.