as.exdqlm

<code>as.exdqlm</code> attempts to turn a list into an <code>exdqlm</code> object. Works for time-invariant <code>dlm</code> objects created using the dlm package.

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) <doi:10.1214/21-AOAS1497>.

Raquel Barata

exdqlm

Extended Dynamic Quantile Linear Models

Raquel Prado

Bruno Sanso

Antonio Aguirre

as.exdqlm function

<dl><dt>m</dt>
<dd>a list containing named elements m0, C0, FF and GG.</dd></dl>

Arguments

exdqlm objects — as.exdqlm

<dl>

<dt>m</dt>
<dd>a list containing named elements m0, C0, FF and GG.</dd>

</dl>

as.exdqlm: `exdqlm` objects

Description

Usage

Value

Arguments