Package: exdqlm
Title: Extended Dynamic Quantile Linear Models
Version: 0.4.0
Authors@R: 
    c(person(given = "Raquel", family = "Barata",
             role = c("aut", "cre"),
             email = "raquel.a.barata@gmail.com"),
      person(given = "Raquel", family = "Prado", role = "ths"),
      person(given = "Bruno",  family = "Sanso", role = "ths"),
      person(given = "Antonio", family = "Aguirre", role = "aut"))
Author: Raquel Barata [aut, cre],
  Raquel Prado [ths],
  Bruno Sanso [ths],
  Antonio Aguirre [aut]
Maintainer: Raquel Barata <raquel.a.barata@gmail.com>
Description: 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 LDVB, MCMC, and legacy ISVB with static exAL
    regression via LDVB and MCMC, reduced 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 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>.
License: MIT + file LICENSE
Encoding: UTF-8
LazyData: true
RoxygenNote: 7.3.3
Depends: R (>= 3.5)
Imports: stats, methods, graphics, coda, tictoc, magic, crch,
        truncnorm, FNN, LaplacesDemon, grDevices, Rcpp, matrixStats,
        nimble, numDeriv
Suggests: rmarkdown, testthat (>= 3.0.0), ggplot2, pkgload, MASS
Config/testthat/edition: 3
LinkingTo: BH, Rcpp, RcppArmadillo, RcppEigen
SystemRequirements: C++17; OpenMP (optional)
URL: https://github.com/AntonioAPDL/exdqlm
BugReports: https://github.com/AntonioAPDL/exdqlm/issues
NeedsCompilation: yes
Packaged: 2026-05-03 16:26:17 UTC; raquel
Repository: CRAN
Date/Publication: 2026-05-04 07:00:22 UTC
Built: R 4.7.0; x86_64-w64-mingw32; 2026-05-12 02:53:54 UTC; windows
Archs: x64
