CRAN/E | DMQ

DMQ

Dynamic Multiple Quantile (DMQ) Model

Installation

About

Perform estimation, prediction, and simulations using the Dynamic Multiple Quantile model of Catania and Luati (2023) doi:10.1016/j.jeconom.2022.11.002. Can be used to estimate a set of conditional time-varying quantiles of a time series that do not cross.

Citation DMQ citation info

Key Metrics

Version 0.1.2
R ≥ 3.6.0
Published 2023-10-28 170 days ago
Needs compilation? yes
License GPL-3
CRAN checks DMQ results

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Maintainer

Maintainer

Leopoldo Catania

leopoldo.catania@econ.au.dk

Authors

Leopoldo Catania

cre / aut

Alessandra Luati

ctb

Material

ChangeLog
Reference manual
Package source

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-develnot available

x86_64

r-releasenot available

x86_64

r-oldrelnot available

x86_64

Depends

R ≥ 3.6.0
Rsolnp
DEoptim
MASS
parallel

Imports

Rcpp ≥ 0.12.17

LinkingTo

Rcpp
RcppArmadillo