exdqlm

exdqlm-package

Routines for Bayesian estimation and analysis of dynamic quantile linear models
using the extended asymmetric Laplace error distribution (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) <doi:10.1214/21-AOAS1497>.

Raquel Barata

Extended Dynamic Quantile Linear Models

Raquel Prado

Bruno Sanso

Antonio Aguirre

exdqlm-package function

<ul>
<li><code>options(exdqlm.use_cpp_kf = TRUE|FALSE)</code> – C++ Kalman bridge (optional; default TRUE).</li>
<li><code>options(exdqlm.use_cpp_samplers = TRUE|FALSE)</code> – C++ samplers (optional; default FALSE).</li>
</ul>

Runtime options

Maintainer: Raquel Barata <a href="/link/raquel.a.barata%40gmail.com?package=exdqlm&version=0.3.0" 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

<ul>
<li><code>options(exdqlm.use_cpp_kf = TRUE|FALSE)</code> – C++ Kalman bridge (optional; default TRUE).</li>
<li><code>options(exdqlm.use_cpp_samplers = TRUE|FALSE)</code> – C++ samplers (optional; default FALSE).</li>
</ul>

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

Runtime options

Author

See Also