exdqlm is a new R package implementing Bayesian dynamic quantile linear models with exAL errors, MCMC and Laplace-delta variational Bayes, transfer functions, forecasting, and diagnostics.
A New Family of Error Distributions for Bayesian Quantile Regression
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exdqlm: An R Package for Estimation and Analysis of Flexible Dynamic Quantile Linear Models
exdqlm is a new R package implementing Bayesian dynamic quantile linear models with exAL errors, MCMC and Laplace-delta variational Bayes, transfer functions, forecasting, and diagnostics.