R Observatory: Metrics for exdqlm version 1.1.2

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

exdqlm

1.1.2Package record

Extended Dynamic Quantile Linear Models

0packages depend

63Kdownloads / year

86.7%test coverage

13/13flavors OK

Overview

About

Maintained by Raquel BarataCRAN page ↗GitHub ↗Issues ↗

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 Laplace-delta variational Bayes (LDVB), Markov chain Monte Carlo (MCMC), and legacy importance-sampling variational Bayes (ISVB) with static exAL regression via LDVB and MCMC, reduced asymmetric Laplace/dynamic quantile linear model (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 (ELBO) 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.

Changes in 1.1.2

Reproducibility fix

Changed the stochastic state simulation step in the fast C++ dynamic MCMC FFBS backend to use a Cholesky covariance square root rather than an SVD covariance square root. This avoids platform-dependent SVD bases in fixed-seed multivariate-normal state draws while preserving the same Gaussian smoothing target.
Added a direct multistate C++ FFBS repeatability test and extended the fresh-process repeatability test to cover that path.
Added a manual GitHub Actions diagnostic that runs the same FFBS and small fast-MCMC probes on Linux, macOS, and Windows, then compares the numerical artifacts across operating systems.

From NEWS.md in the release

Install

R (CRAN)pak (dev)Ubuntu (r2u)Fedora (COPR)openSUSE (OBS)

install.packages("exdqlm", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

if (!requireNamespace("pak", quietly = TRUE))
  install.packages("pak", repos = "https://cloud.r-project.org/")
pak::pak("AntonioAPDL/exdqlm")

Development version from AntonioAPDL/exdqlm. Installs pak first if it is not already available.

Release

# enable cranapt (r2u) if it is not already set up, then install
grep -rqs r2u.stat.illinois.edu /etc/apt/sources.list /etc/apt/sources.list.d/ \
  || curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash
sudo apt install -y r-cran-exdqlm

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled. We list this channel from recorded r2u download activity rather than from a live index of the repository, so treat it as last known rather than guaranteed.

bspm (used by r2u) also needs make: sudo apt install make

# enable the iucar/cran COPR if it is not already present, then install
ls /etc/yum.repos.d/*iucar*cran*.repo >/dev/null 2>&1 \
  || sudo dnf copr enable -y iucar/cran
sudo dnf install -y R-CRAN-exdqlm

RPMs from the iucar/cran COPR, rebuilt from CRAN.

For install.packages() integration in R, also: sudo dnf install R-CoprManager

# add the autoCRAN OBS repo (Tumbleweed) if it is missing, then install
zypper -q lr | grep -qi autoCRAN \
  || sudo zypper addrepo https://download.opensuse.org/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/devel:languages:R:autoCRAN.repo
sudo zypper install -y R-exdqlm

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed). We list this channel from recorded autoCRAN download activity rather than from a live index of the repository, so treat it as last known rather than guaranteed.

Health

CRAN checks

13OK

CRAN check page ↗

Slowest check: 8.1 min · r-oldrel-windows-x86_64

Status changes

OK13 OK2026-09-05
NOTE12 OK, 1 NOTE2026-07-11
OK12 OK2026-04-25
NOTE12 OK, 2 NOTE2026-04-22
ERROR11 OK, 2 NOTE, 1 ERROR2026-04-18

Show 1 earlier changeHide 1 earlier change

NOTE12 OK, 2 NOTE2026-03-10

Advisories

none known

How this is measured·How advisories are found

Documentation

In release 1.1.2

READMEYes · 2,109 wordsVignettesNoNEWSYes · 100% structured · mentions 1.1.2Citation fileNoWebsitenot declared in DESCRIPTION

Help pages: 93includes a package overview page
Examples that run: 20%9 run in a plain check · 35 only when donttest examples are enabled (R CMD check --as-cran)
Exported functions with examples: 50%
Documented parameters: 95%
Return-value docs: 72%
Help pages citing references: 3%

How these are measured

Downloads

63K

CRAN downloads in the past year

Rank #5,790 · ~172/day · ~5.2K/mo

Releases R versions

Daily download trend is not available in this view yet.

62630 days

1.4K90 days

63K1 year

Compare downloads with other packages →

Also on412 r2u2 autocran

How downloads are counted

Repository

antonioapdl/exdqlm ↗Account: AntonioAPDL

0Stars

0Forks

0Open issues

2Open PRs

0Releases

Last activity 2026-09-12

Responsiveness

not measured

PRs over time

2026-07-07 · 02026-10-21 · 2

How these are measured

PracticesBeta

5 development-tooling and community-health practices detected across 4 families in the upstream repository

Checks run against github.com/antonioapdl/exdqlm on 2026-10-18.

Continuous integration (2)

GitHub ActionsR CMD check workflow

The R CMD check workflow runs on Linux, macOS and Windows, and on R-devel

Docs source (1)

README.Rmd

CRAN release process (1)

cran-comments.md

Lint, format, editor (1)

RStudio project

How this is detected·Detection ruleset v3 (2026-09-26)

Dependencies

Declared dependencies

18 external dependencies (excludes base and recommended)

Installing exdqlm adds 36 packages (19 with compiled code, 40 MB of source tarballs). Heaviest: BH 14 MB, igraph 4.8 MB, nimble 3.2 MB.

Depends (1)

R >= 3.5

Imports (14)

statsmethodsgraphicscoda tictoc magic crch truncnorm LaplacesDemongrDevicesRcpp matrixStats nimble numDeriv

LinkingTo (4)

BH Rcpp RcppArmadillo RcppEigen

Suggests (5)

rmarkdown testthat ggplot2 pkgloadMASS

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

How these are counted

Code & Tests

Datasets

People & History

People (4)

Raquel Barata

Author, Maintainer since 0.1.1 (2021)

Antonio Aguirre

Author · added in 0.1.4

Raquel Prado

Thesis advisor

Bruno Sanso

Thesis advisor

Releases (11)

Pick two releases to compare their code metrics.

1.1.2Latest
record
2026-08-28 · current release · diff ↗
1.1.1
record
2026-08-28 · diff ↗
1.1.0
record
2026-07-09 · diff ↗ ·
added 3 exports
diagnostics, is.exalStaticFit, is.exdqlmFit
1.0.0
record
2026-06-04 · diff ↗ ·
added 2 exports
exdqlmForecastDiagnostics, is.exdqlmForecastDiagnostic
0.4.0
record
2026-05-04 · diff ↗ ·
removed 1 export
transfn_exdqlmISVB

added 22 exports
exalStaticDiagnostics, exalStaticLDVB, exalStaticMCMC, exal_make_mcmc_control, exal_make_mcmc_dqlm_sigma_control, exal_make_mcmc_latent_state_control, exal_make_mcmc_sigmagam_control, exal_make_mcmc_theta_control, exal_make_vb_control, exal_make_vb_sigmagam_control, exal_make_vb_sts_control, exdqlmLDVB, exdqlmTransferISVB, exdqlmTransferLDVB, exdqlmTransferMCMC, is.exalStaticDiagnostic, is.exalStaticLDVB, is.exalStaticMCMC, is.exdqlmLDVB, is.exdqlmSynthesis, quantileSynthesis, regMod
R
R 4.6.0 released · 2026-04-24
0.3.0
record
2026-02-07 · diff ↗ ·
added 1 export
get_gamma_bounds
0.2.0
record
2026-01-12 · diff ↗ ·
removed 3 exports
combineMods, dlmMod, exdqlmChecks

added 11 exports
as.exdqlm, dexal, exdqlmDiagnostics, is.exdqlm, is.exdqlmDiagnostic, is.exdqlmForecast, is.exdqlmISVB, is.exdqlmMCMC, pexal, qexal, rexal
0.1.4
record
2025-09-11 · diff ↗
R
R 4.5.0 released · 2025-04-11
R
R 4.4.0 released · 2024-04-24
R
R 4.3.0 released · 2023-04-21
unarchivedReturned to CRAN
2023-02-16
0.1.3
record
2023-02-16 · diff ↗
archivedRemoved from CRAN
2022-10-23
requires archived package 'dlm'
R
R 4.2.0 released · 2022-04-22

Show 3 earlier eventsHide 3 earlier events

0.1.2
record
2021-07-20 · diff ↗
0.1.1
record
2021-06-18
R
R 4.1.0 released · 2021-05-18

Package metadata

First published: 2021-06-18
Total releases: 11 / 5 yrs
License: MIT + file LICENSE OSI
Minimum R: ≥ 3.5
Bundled data: 231 KB / 4 files
Download size: 551 KB

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("exdqlm")

Format

Barata, R., Aguirre, A., Prado, R., & Sanso, B. (2026). exdqlm: Extended Dynamic Quantile Linear Models (Version 1.1.2) [Computer software]. https://doi.org/10.32614/CRAN.package.exdqlm

This package has no citation file, so citation() returns this entry built from DESCRIPTION.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

Format

APA

Balamuta, J. J. (2026). R Observatory: Metrics for exdqlm version 1.1.2 [Data set]. HJJB, LLC. Data release v2026-10-21. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-21, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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