Extended Dynamic Quantile Linear Models
exdqlm objects
Plot a component of an exDQLM
Density Function for the Extended Asymmetric Laplace (exAL) Distributi...
exdqlm: Extended Dynamic Quantile Linear Models
exDQLM Diagnostics
k-step-ahead quantile forecasts
exDQLM - ISVB algorithm
exDQLM - MCMC algorithm
Plot exDQLM
Bounds for the exAL shape parameter gamma
exdqlm objects
exdqlmDiagnostic objects
exdqlmForecast objects
exdqlmISVB objects
exdqlmMCMC objects
Cumulative Distribution Function (CDF) for the exAL Distribution
Plot Method for exdqlmDiagnostic Objects
Plot Method for exdqlmForecast Objects
Plot Method for exdqlmISVB Objects
Plot Method for exdqlmMCMC Objects
Addition for exdqlm objects
Create an n-th order polynomial exDQLM component
Print exDQLM model details
Print Method for exdqlmDiagnostic Objects
Print Method for exdqlmForecast Objects
Print Method for exdqlmISVB Objects
Print Method for exdqlmMCMC Objects
Quantile Function for the exAL Distribution
Random Sample Generation for the exAL Distribution
Create Fourier representation of a periodic exDQLM component
Summary exDQLM model details
Summary Method for exdqlmDiagnostic Objects
Summary Method for exdqlmForecast Objects
Summary Method for exdqlmISVB Objects
Summary Method for exdqlmMCMC Objects
Transfer Function exDQLM - ISVB algorithm
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>.