exdqlmLDVB: Laplace-Delta variational Bayes routine for dynamic quantile
state-space fitting under the extended asymmetric Laplace error distribution.exdqlmISVB(),
exdqlmLDVB(), exdqlmMCMC()) through dqlm.ind = TRUE, fixing gamma = 0
for AL/DQLM inference when desired.quantileSynthesis() for combining
posterior quantile-draw objects.regMod() and static exAL
inference routines for VB/LDVB and MCMC workflows.dqlm.ind = TRUE) in
exalStaticLDVB() and exalStaticMCMC().beta_prior = "ridge" / "rhs") in both static LDVB and static MCMC.rhs_ns prior support for both static LDVB and static
MCMC (beta_prior = "rhs_ns"), including slab-control aliases
(a_zeta, b_zeta, zeta2_fixed) while preserving existing rhs and
ridge behavior.exdqlmTransferLDVB() for post-fit transformed summaries analogous to
the ISVB path.exdqlmTransferMCMC() for fixed-lam transfer-function exDQLM
fitting under the dynamic MCMC workflow.fit$diagnostics$vb_trace, exposing iteration-wise ELBO, sigma,
gamma, and convergence deltas in a plot-ready table while preserving the
existing engine-specific diagnostics.exalStatic...,
exdqlmTransfer..., and quantileSynthesis(), while retaining documented
legacy ISVB entry points where needed for backward-compatible workflows.climateIndices, a documented monthly NOI/AMO climate-index data frame
used for reproducible external-regressor examples.exdqlmLDVB()
and exdqlmTransferLDVB() are now the main VB entry points, while
exdqlmISVB() and exdqlmTransferISVB() are documented as legacy
compatibility paths.al.ind as a static-model convenience alias for dqlm.ind in
exalStaticLDVB() and exalStaticMCMC(), with conflict checks when both
flags are provided.fix.sigma defaults from TRUE to FALSE for the shared dynamic
exDQLM VB entry points and the reduced dynamic DQLM CAVI helper, while
preserving explicit fixed-sigma workflows when users request them.G_{t+1} for parity
with the C++ bridge and theory derivations.psi = 0 boundary behavior in exAL sigma updates to avoid
unstable scale draws in reduced/near-reduced settings.(sigma, gamma) transformed objective/entropy handling
with the Jacobian contract used in the static theory reference.elbo.part in kalman.cpp is an internal diagnostic;
package-level ELBO reporting remains R-level contract output.exalStaticMCMC and exalStaticLDVB
and aligned post-fit compatibility for exdqlm classes.arma::is_finite(...) usage in FFBS C++ with
std::isfinite(...) to eliminate compiler deprecation warnings.exdqlm.use_cpp_builders
default FALSE); no backend default flip in this release.exdqlm.use_cpp_postpred default FALSE).tf.df.tau scheduling remains on
by default, while exAL VB/MCMC entry points apply a light (sigma, gamma)
warmup unless users explicitly override it through vb_control or
mcmc_control.sigma/gamma histories in diagnostics objects and callbacks.BTflow dataset provenance as observed monthly USGS
streamflow and removed the unused BTprec dataset from the package data API.C++ bridge and optional samplers
options(exdqlm.use_cpp_kf = TRUE) and options(exdqlm.use_cpp_samplers = TRUE).ELBO diagnostics and stopping
diagnostics$elbo recorded per ISVB iteration.options(exdqlm.compute_elbo = TRUE) and options(exdqlm.tol_elbo = 1e-4).Numerical robustness
Build & hygiene
Docs & tests
dexal(), pexal(), qexal(), rexal() for density, cdf, quantile and random generation.get_gamma_bounds() to compute valid (L, U) bounds for gamma given p0.gamma within bounds; clearer errors.MD5 file; added ignore so it won’t be re-created in builds..gitkeep) from package sources.Imports/LinkingTo clarified; encoding/notes consistent).gamma within valid bounds for the chosen p0.sourceCpp()).