Package: exdqlm
Title: Extended Dynamic Quantile Linear Models
Version: 1.1.2
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
        Laplace-delta variational Bayes (LDVB), Markov chain Monte
        Carlo (MCMC), and legacy importance-sampling variational Bayes
        (ISVB) with static exAL regression via LDVB and MCMC, reduced
        asymmetric Laplace/dynamic quantile linear model (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 (ELBO) 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: 2026-09-12 22:17:13 UTC
RemoteUrl: https://github.com/antonioapdl/exdqlm
RemoteRef: HEAD
RemoteSha: e51045a4324901cced27ca2aaa22569afbc8e0e6
NeedsCompilation: yes
Packaged: 2026-09-26 11:18:46 UTC; root