r-DMQ

Description

Dynamic Multiple Quantile (DMQ) Model.

Description

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.

Metadata

Version

0.1.2

License

Unknown

Platforms (75)

Darwin

FreeBSD

Genode

GHCJS

Linux

MMIXware

NetBSD

none

OpenBSD

Redox

Solaris

WASI

Windows

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aarch64-darwin
aarch64-genode
aarch64-linux
aarch64-netbsd
aarch64-none
aarch64_be-none
arm-none
armv5tel-linux
armv6l-linux
armv6l-netbsd
armv6l-none
armv7a-darwin
armv7a-linux
armv7a-netbsd
armv7l-linux
armv7l-netbsd
avr-none
i686-cygwin
i686-darwin
i686-freebsd
i686-genode
i686-linux
i686-netbsd
i686-none
i686-openbsd
i686-windows
javascript-ghcjs
loongarch64-linux
m68k-linux
m68k-netbsd
m68k-none
microblaze-linux
microblaze-none
microblazeel-linux
microblazeel-none
mips-linux
mips-none
mips64-linux
mips64-none
mips64el-linux
mipsel-linux
mipsel-netbsd
mmix-mmixware
msp430-none
or1k-none
powerpc-netbsd
powerpc-none
powerpc64-linux
powerpc64le-linux
powerpcle-none
riscv32-linux
riscv32-netbsd
riscv32-none
riscv64-linux
riscv64-netbsd
riscv64-none
rx-none
s390-linux
s390-none
s390x-linux
s390x-none
vc4-none
wasm32-wasi
wasm64-wasi
x86_64-cygwin
x86_64-darwin
x86_64-freebsd
x86_64-genode
x86_64-linux
x86_64-netbsd
x86_64-none
x86_64-openbsd
x86_64-redox
x86_64-solaris
x86_64-windows

Version

License

Status

Source

Homepage

Platforms75 (75)

Platforms (75)