R: Dynamic Multiple Quantile (DMQ) Model

# Dynamic Multiple Quantile (DMQ) Model

## Documentation for package ‘DMQ’ version 0.1.2

- DESCRIPTION file.

## Help Pages

DMQ-package | Dynamic Multiple Quantiles model in R
DMQ | Dynamic Multiple Quantiles model in R
EstimateDMQ | Estimate the Dynamic Multiple Quantile (DMQ) model.
fn.DEoptim | A wrapper to the DEoptim function of the 'DEoptim' package of Mullen et al. (2011).
fn.optim | A wrapper to the optim function.
fn.solnp | A wrapper to the solnp function of the 'Rsolnp' package of Ghalanos and Theussl (2016).
ForecastDMQ | Forecast with univariate DMQ model
MomentsDMQ | Estimate conditional moments using DMQ
MSFT | 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.
SimulateDMQ | Simulate from the DMQ model
UpdateDMQ | Update filtered quantiles
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.