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.
Version: 0.1.2 Depends: R (≥ 3.6.0), Rsolnp, DEoptim, MASS, parallel Imports: Rcpp (≥ 0.12.17) LinkingTo: Rcpp, RcppArmadillo Published: 2023-10-28 DOI: 10.32614/CRAN.package.DMQ Author: Leopoldo Catania [cre, aut], Alessandra Luati [ctb] Maintainer: Leopoldo Catania <leopoldo.catania at econ.au.dk> License: GPL-3 NeedsCompilation: yes Citation: DMQ citation info Materials: ChangeLog CRAN checks: DMQ results Documentation: Reference manual: DMQ.pdf Downloads: Package source: DMQ_0.1.2.tar.gz Windows binaries: r-devel: DMQ_0.1.2.zip, r-release: DMQ_0.1.2.zip, r-oldrel: DMQ_0.1.2.zip macOS binaries: r-release (arm64): DMQ_0.1.2.tgz, r-oldrel (arm64): DMQ_0.1.2.tgz, r-release (x86_64): DMQ_0.1.2.tgz, r-oldrel (x86_64): DMQ_0.1.2.tgz Linking:Please use the canonical form https://CRAN.R-project.org/package=DMQ to link to this page.
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