Package: exdqlm 0.1.3

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>.

Authors:Raquel Barata [aut, cre], Raquel Prado [ths], Bruno Sanso [ths]

exdqlm_0.1.3.tar.gz
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exdqlm.pdf |exdqlm.html✨
exdqlm/json (API)
NEWS

# Install 'exdqlm' in R:
install.packages('exdqlm', repos = c('https://rabarata.r-universe.dev', 'https://cloud.r-project.org'))
Datasets:
  • BTflow - Monthly time-series of water flow at Big Tree water gauge.
  • ELIanoms - Daily time-series of ELI anomalies.
  • nino34 - Monthly Niño 3.4 Index.
  • scIVTmag - Time series of daily average magnitude IVT in Santa Cruz, CA.

On CRAN:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

1.00 score 1 stars 298 downloads 11 exports 96 dependencies

Last updated 2 years agofrom:9f38fb40d3. Checks:8 OK. Indexed: yes.

TargetResultLatest binary
Doc / VignettesOKFeb 11 2025
R-4.5-winOKFeb 11 2025
R-4.5-macOKFeb 11 2025
R-4.5-linuxOKFeb 11 2025
R-4.4-winOKFeb 11 2025
R-4.4-macOKFeb 11 2025
R-4.3-winOKFeb 11 2025
R-4.3-macOKFeb 11 2025

Exports:combineModscompPlotdlmModexdqlmChecksexdqlmForecastexdqlmISVBexdqlmMCMCexdqlmPlotpolytrendModseasModtransfn_exdqlmISVB

Dependencies:abindbackportsbayesplotBHbridgesamplingbrmsBrobdingnagcallrcheckmateclicodacodetoolscolorspacecrchdescdigestdistributionalDistributionUtilsdlmdplyrevaluatefansifarverFNNFormulafuturefuture.applyGeneralizedHyperbolicgenericsggplot2ggridgesglobalsgluegridExtragtablehighrHyperbolicDistinlineisobandknitrlabelingLaplacesDemonlatticelifecyclelistenvloomagicmagrittrMASSMatrixmatrixStatsmgcvmunsellmvtnormnleqslvnlmenumDerivordinalparallellypillarpkgbuildpkgconfigplyrposteriorprocessxpsQuickJSRR6RColorBrewerRcppRcppArmadilloRcppEigenRcppParallelreshape2rlangrstanrstantoolssandwichscalesscoringRulesStanHeadersstringistringrtensorAtibbletictoctidyselecttruncnormucminfutf8vctrsviridisLitewithrxfunyamlzoo