Package: DMQ 0.1.2
Leopoldo Catania
DMQ: Dynamic Multiple Quantile (DMQ) Model
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.
Authors:
DMQ_0.1.2.tar.gz
DMQ_0.1.2.tar.gz(r-4.5-noble)DMQ_0.1.2.tar.gz(r-4.4-noble)
DMQ_0.1.2.tgz(r-4.4-emscripten)DMQ_0.1.2.tgz(r-4.3-emscripten)
DMQ.pdf |DMQ.html✨
DMQ/json (API)
# Install 'DMQ' in R: |
install.packages('DMQ', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
Datasets:
- vY - Data: Microsoft Corporation logarithmic percentage returns from December 8, 2010 to November 15, 2018 for a total of T = 2000 observation downloaded from Yahoo finance.
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 1 years agofrom:0469c3ecd6. Checks:OK: 1 NOTE: 1. Indexed: yes.
Target | Result | Date |
---|---|---|
Doc / Vignettes | OK | Nov 21 2024 |
R-4.5-linux-x86_64 | NOTE | Nov 21 2024 |
Exports:EstimateDMQfn.DEoptimfn.optimfn.solnpForecastDMQMomentsDMQSimulateDMQUpdateDMQ