get_gamma_bounds

Returns valid lower/upper bounds <code>(L, U)</code> for the shape parameter <code>gamma</code>
of the standardized extended Asymmetric Laplace (exAL), given <code>p0</code> in (0,1).

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

get_gamma_bounds function

<dl><dt>p0</dt>
<dd>Numeric scalar in (0, 1); typically the target quantile level.</dd></dl>

Arguments

Bounds for the exAL shape parameter gamma — get_gamma_bounds

<dl>

<dt>p0</dt>
<dd>Numeric scalar in (0, 1); typically the target quantile level.</dd>

</dl>

get_gamma_bounds: Bounds for the exAL shape parameter gamma

Description

Usage

Value

Arguments

Details

Examples