exdqlm

exdqlm-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) tools:::Rd_expr_doi("10.1214/21-AOAS1497").

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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

Extended Dynamic Quantile Linear Models

Raquel Prado

Bruno Sanso

Antonio Aguirre

exdqlm-package function

Maintainer: Raquel Barata <a href="/link/raquel.a.barata%40gmail.com?package=exdqlm&version=0.2.0" data-mini-rdoc="exdqlm::raquel.a.barata@gmail.com">raquel.a.barata@gmail.com</a>
Authors:<ul>
<li>Antonio Aguirre</li>
</ul>Other contributors:<ul>
<li>Raquel Prado [thesis advisor]</li>
<li>Bruno Sanso [thesis advisor]</li>
</ul>

Author

exdqlm: Extended Dynamic Quantile Linear Models — exdqlm-package

Maintainer: Raquel Barata <a href='mailto:raquel.a.barata@gmail.com'>raquel.a.barata@gmail.com</a>
Authors:<ul>
<li>Antonio Aguirre</li>
</ul>

Other contributors:<ul>
<li>Raquel Prado [thesis advisor]</li>
<li>Bruno Sanso [thesis advisor]</li>
</ul>

exdqlm-package: exdqlm: Extended Dynamic Quantile Linear Models

Description

Arguments

Author