exdqlm
Extended Dynamic Quantile Linear Models
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.
- Version0.1.3
- R versionunknown
- LicenseMIT
- Needs compilation?No
- Last release02/16/2023
Documentation
Team
Raquel Barata
Bruno Sanso
Show author detailsRolesThesis advisorRaquel Prado
Show author detailsRolesThesis advisor
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- Imports11 packages