Package: exdqlm
Title: Extended Dynamic Quantile Linear Models
Version: 1.0.0
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
Depends: R (>= 3.5)
Imports: stats, methods, graphics, coda, tictoc, magic, crch,
        truncnorm, LaplacesDemon, grDevices, Rcpp, matrixStats, nimble,
        numDeriv
Suggests: rmarkdown, testthat (>= 3.0.0), ggplot2, pkgload, MASS
Config/testthat/edition: 3
Roxygen: list(markdown = TRUE)
LinkingTo: BH, Rcpp, RcppArmadillo, RcppEigen
SystemRequirements: C++17; OpenMP (optional)
URL: https://github.com/AntonioAPDL/exdqlm
BugReports: https://github.com/AntonioAPDL/exdqlm/issues
Config/roxygen2/version: 8.0.0
Config/pak/sysreqs: libglpk-dev make libxml2-dev
Repository: https://antonioapdl.r-universe.dev
Date/Publication: 2026-06-04 21:07:07 UTC
RemoteUrl: https://github.com/antonioapdl/exdqlm
RemoteRef: HEAD
RemoteSha: a594d0e2692b387be524ba5d62fe70699f6a2d76
NeedsCompilation: yes
Packaged: 2026-06-15 10:06:19 UTC; root