BTflow

<p>Observed monthly mean streamflow, in cubic feet per second, at the Big
Trees gauge on the San Lorenzo River in Santa Cruz County, California.
The monthly values were obtained by averaging the daily USGS streamflow
observations within each calendar month.</p>

datasets

Bayesian quantile-regression routines for dynamic state-space
models and static regression under the extended asymmetric Laplace
(exAL) error distribution. The dynamic state-space models are extended
dynamic quantile linear models (exDQLMs). The package combines dynamic
exDQLM inference via LDVB, MCMC, and legacy ISVB with static exAL
regression via LDVB and MCMC, reduced AL/DQLM paths through fixed
skewness, component builders for trend/seasonality/regression blocks,
static shrinkage priors including ridge, regularized horseshoe, and
'rhs_ns', evidence lower bound diagnostics, optional C++ accelerators,
and posterior predictive synthesis across separately fitted quantiles
through 'quantileSynthesis()'. Dynamic exDQLM methods are 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

BTflow function

<p>A monthly time series (<code>ts</code>) of length 471, spanning January 1987
through March 2026.</p>

Format

Monthly streamflow at the Big Trees gauge — BTflow

Monthly streamflow at the Big Trees gauge

BTflow: Monthly streamflow at the Big Trees gauge

Description

Usage

Arguments

Format

References