qarPI
0.1.0Prediction Intervals for Quantile Autoregression
Overview
Provides prediction intervals for classical homoscedastic autoregressive models (AR(p)) and quantile autoregressive models (QAR(p)). The package implements percentile-based and predictive-root-based bootstrap procedures for constructing multi-step-ahead prediction intervals. For more details, see Novo and Sanchez-Sellero (2025) doi:10.48550/arXiv.2512.22018.
Install
Health
- OK2026-08-0513 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- NOTE2026-08-0112 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- OK2026-06-0913 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- ERROR2026-06-0812 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
- OK2026-04-228 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
Documentation
- Examples that run
- 100%
- Documented parameters
- 100%
- Return-value docs
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- References docs
- 100%
Downloads
Repository
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Repository practices
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Dependencies
Nothing depends on this yet.
Code & Tests
People & History
1 release. R releases are shown for context.
- RR 4.6.0 released · 2026-04-24
- 0.1.0Latest2026-04-22 · current release
- RR 4.5.0 released · 2025-04-11
Package metadata
- First published
- 2026-04-22
- Total releases
- 1 / 1 yrs
- License
- GPL-3 OSI
- Download size
- not tracked yet
- Installed size
- not tracked yet
- With dependencies
- not tracked yet
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