# -------------------------------------------- # CITATION file created with {cffr} R package # See also: https://docs.ropensci.org/cffr/ # -------------------------------------------- cff-version: 1.2.0 message: 'To cite package "exdqlm" in publications use:' type: software license: MIT title: 'exdqlm: Extended Dynamic Quantile Linear Models' version: 1.0.0 doi: 10.32614/CRAN.package.exdqlm abstract: Bayesian quantile-regression routines for dynamic state-space models and static regression under the extended asymmetric Laplace (exAL) error distribution. The dynamic state-space models are extended dynamic quantile linear models (exDQLMs). The package combines dynamic exDQLM inference via LDVB, MCMC, and legacy ISVB with static exAL regression via LDVB and MCMC, reduced AL/DQLM paths through fixed skewness, component builders for trend/seasonality/regression blocks, static shrinkage priors including ridge, regularized horseshoe, and 'rhs_ns', evidence lower bound diagnostics, optional C++ accelerators, and posterior predictive synthesis across separately fitted quantiles through 'quantileSynthesis()'. Dynamic exDQLM methods are described in Barata et al. (2020) . authors: - family-names: Barata given-names: Raquel email: raquel.a.barata@gmail.com - family-names: Aguirre given-names: Antonio repository: https://cran.r-universe.dev repository-code: https://github.com/AntonioAPDL/exdqlm commit: 945a3ed3da3f9bc56e2674f7698fcc99d6060694 url: https://github.com/AntonioAPDL/exdqlm date-released: '2026-06-04' contact: - family-names: Barata given-names: Raquel email: raquel.a.barata@gmail.com