Package: exdqlm
Title: Extended Dynamic Quantile Linear Models
Version: 1.1.1
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
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
NeedsCompilation: yes
Packaged: 2026-08-26 21:25:25 UTC; raquel
Repository: CRAN
Date/Publication: 2026-08-28 19:00:02 UTC
Built: R 4.5.3; x86_64-w64-mingw32; 2026-09-01 13:06:36 UTC; windows
Archs: x64
