Package: DMQ
Type: Package
Title: Dynamic Multiple Quantile (DMQ) Model
Version: 0.1.2
Date: 2023-10-25
Authors@R: c(
    person("Leopoldo", "Catania", 
    email = "leopoldo.catania@econ.au.dk", 
    role = c("cre", "aut"),
    comment = c(ORCID = "0000-0002-0981-1921")),
    person("Alessandra", "Luati", 
    email = "a.luati@imperial.ac.uk", 
    role = "ctb",
    comment = c(ORCID = "0000-0001-6407-9385")))
Maintainer: Leopoldo Catania <leopoldo.catania@econ.au.dk>
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.
License: GPL-3
Imports: Rcpp (>= 0.12.17)
LinkingTo: Rcpp, RcppArmadillo
Depends: R (>= 3.6.0), Rsolnp, DEoptim, MASS, parallel
NeedsCompilation: yes
Packaged: 2023-10-27 15:28:31 UTC; au588008
Author: Leopoldo Catania [cre, aut] (<https://orcid.org/0000-0002-0981-1921>),
  Alessandra Luati [ctb] (<https://orcid.org/0000-0001-6407-9385>)
Repository: CRAN
Date/Publication: 2023-10-28 15:20:05 UTC
Built: R 4.4.0; x86_64-apple-darwin21.6.0; 2024-05-07 12:06:08 UTC; unix
