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exdqlm

Extended Dynamic Quantile Linear Models

v0.3.0 · Feb 7, 2026 · MIT + file LICENSE

Description

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>.

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NOTE r-oldrel-macos-arm64

installed package size

installed size is 14.6Mb
  sub-directories of 1Mb or more:
    libs  14.0Mb
NOTE r-oldrel-macos-x86_64

installed package size

installed size is 15.4Mb
  sub-directories of 1Mb or more:
    libs  14.8Mb

Check History

NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
NOTE r-oldrel-macos-arm64

installed package size

installed size is 14.6Mb
  sub-directories of 1Mb or more:
    libs  14.0Mb
NOTE r-oldrel-macos-x86_64

installed package size

installed size is 15.4Mb
  sub-directories of 1Mb or more:
    libs  14.8Mb

Dependency Network

Dependencies Reverse dependencies coda tictoc magic crch truncnorm GeneralizedHyperbolic FNN LaplacesDemon Rcpp matrixStats exdqlm

Version History

new 0.3.0 Mar 10, 2026
updated 0.3.0 ← 0.2.0 diff Feb 6, 2026
updated 0.2.0 ← 0.1.4 diff Jan 11, 2026
updated 0.1.4 ← 0.1.3 diff Sep 10, 2025
updated 0.1.3 ← 0.1.2 diff Feb 15, 2023
updated 0.1.2 ← 0.1.1 diff Jul 19, 2021
new 0.1.1 Jun 17, 2021