Package: QuantileModels
Title: Estimation of Different Quantile Related Models
Version: 1.0.0
Authors@R: 
    person("Christian", "Jorge Carreiro", , "christianjorge59@gmail.com", role = c("aut", "cre", "cph"))
Description: Estimation of different quantile models, at the moment
        only Conditional autoregressive value at risk (CAViaR) proposed
        by Engle & Manganelli (2004) <doi:10.1198/073500104000000370>
        with also the specification proposed in Huang et al. (2009)
        <doi:10.1016/j.eneco.2008.12.006> and it's multivariate
        extension, Multi-variate multi-quantile CAViaR (MVMQ-CAViaR)
        proposed by White et al. (2015)
        <doi:10.1016/j.jeconom.2015.02.004> are available, however, in
        further updates, other models and extensions will be included.
License: GPL (>= 3)
Encoding: UTF-8
LinkingTo: Rcpp, RcppArmadillo
Imports: Rcpp, nloptr, quantreg, numDeriv, xts, zoo, ufRisk, GenSA
Suggests: knitr, rmarkdown,
VignetteBuilder: knitr
Depends: R (>= 3.5)
LazyData: true
Config/roxygen2/version: 8.0.0
Language: en-US
NeedsCompilation: yes
Packaged: 2026-06-25 17:20:20 UTC; root
Author: Christian Jorge Carreiro [aut, cre, cph]
Maintainer: Christian Jorge Carreiro <christianjorge59@gmail.com>
Repository: https://cran.r-universe.dev
Date/Publication: 2026-06-25 11:30:07 UTC
RemoteUrl: https://github.com/cran/QuantileModels
RemoteRef: HEAD
RemoteSha: e385bf57f71197756d052fd508b1bbae70ffe3b1