Extended Dynamic Quantile Linear Models


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Documentation for package ‘exdqlm’ version 0.4.0

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exdqlm-package exdqlm: Extended Dynamic Quantile Linear Models
+.exdqlm Addition for 'exdqlm' objects
as.exdqlm 'exdqlm' objects
BTflow Monthly streamflow at the Big Trees gauge
climateIndices Monthly climate indices for streamflow examples
compPlot Plot a component of an exDQLM
dexal Density Function for the Extended Asymmetric Laplace (exAL) Distribution
ELIanoms Daily time-series of ELI anomalies.
exalStaticDiagnostics exAL Diagnostics
exalStaticLDVB Static exAL Regression - LDVB Approximation
exalStaticMCMC exAL (static) - MCMC algorithm
exal_make_mcmc_control Build advanced MCMC control
exal_make_mcmc_dqlm_sigma_control Build DQLM sigma-only MCMC warmup control
exal_make_mcmc_latent_state_control Build dynamic MCMC latent-state warmup control
exal_make_mcmc_sigmagam_control Build MCMC sigmagam warmup control
exal_make_mcmc_theta_control Build MCMC theta warmup control
exal_make_vb_control Build advanced VB control
exal_make_vb_sigmagam_control Build VB sigmagam warmup control
exal_make_vb_sts_control Build dynamic VB latent-state warmup control
exdqlm exdqlm: Extended Dynamic Quantile Linear Models
exdqlmDiagnostics exDQLM Diagnostics
exdqlmForecast k-step-ahead quantile forecasts
exdqlmISVB exDQLM - legacy ISVB algorithm
exdqlmLDVB exDQLM - LDVB algorithm (Laplace-Delta)
exdqlmMCMC exDQLM - MCMC algorithm
exdqlmPlot Plot exDQLM
exdqlmTransferISVB Transfer Function exDQLM - legacy ISVB algorithm
exdqlmTransferLDVB Transfer Function exDQLM - LDVB algorithm
exdqlmTransferMCMC Transfer Function exDQLM - MCMC algorithm
get_gamma_bounds Bounds for the exAL shape parameter gamma
is.exalStaticDiagnostic 'exalStaticDiagnostic' objects
is.exalStaticLDVB 'exalStaticLDVB' objects
is.exalStaticMCMC 'exalStaticMCMC' objects
is.exdqlm 'exdqlm' objects
is.exdqlmDiagnostic 'exdqlmDiagnostic' objects
is.exdqlmForecast 'exdqlmForecast' objects
is.exdqlmISVB 'exdqlmISVB' objects
is.exdqlmLDVB 'exdqlmLDVB' objects
is.exdqlmMCMC 'exdqlmMCMC' objects
is.exdqlmSynthesis 'exdqlmSynthesis' objects
pexal Cumulative Distribution Function (CDF) for the exAL Distribution
plot.exalStaticDiagnostic Plot Method for 'exalStaticDiagnostic' Objects
plot.exalStaticLDVB Plot Method for 'exalStaticLDVB' Objects
plot.exalStaticMCMC Plot Method for 'exalStaticMCMC' Objects
plot.exdqlmDiagnostic Plot Method for 'exdqlmDiagnostic' Objects
plot.exdqlmForecast Plot Method for 'exdqlmForecast' Objects
plot.exdqlmISVB Plot Method for 'exdqlmISVB' Objects
plot.exdqlmLDVB Plot Method for 'exdqlmLDVB' Objects
plot.exdqlmMCMC Plot Method for 'exdqlmMCMC' Objects
plot.exdqlmSynthesis Plot Method for 'exdqlmSynthesis' Objects
polytrendMod Create an n-th order polynomial exDQLM component
print.exalStaticDiagnostic Print Method for 'exalStaticDiagnostic' Objects
print.exalStaticLDVB Print Method for 'exalStaticLDVB' Objects
print.exalStaticMCMC Print Method for 'exalStaticMCMC' Objects
print.exdqlm Print exDQLM model details
print.exdqlmDiagnostic Print Method for 'exdqlmDiagnostic' Objects
print.exdqlmForecast Print Method for 'exdqlmForecast' Objects
print.exdqlmISVB Print Method for 'exdqlmISVB' Objects
print.exdqlmLDVB Print Method for 'exdqlmLDVB' Objects
print.exdqlmMCMC Print Method for 'exdqlmMCMC' Objects
print.exdqlmSynthesis Print Method for 'exdqlmSynthesis' Objects
qexal Quantile Function for the exAL Distribution
quantileSynthesis Synthesize a unified posterior predictive distribution from multiple quantile-model draws
regMod Create a standard regression component for an exDQLM
rexal Random Sample Generation for the exAL Distribution
scIVTmag Time series of daily average magnitude IVT in Santa Cruz, CA.
seasMod Create Fourier representation of a periodic exDQLM component
summary.exalStaticDiagnostic Summary Method for 'exalStaticDiagnostic' Objects
summary.exalStaticLDVB Summary Method for 'exalStaticLDVB' Objects
summary.exalStaticMCMC Summary Method for 'exalStaticMCMC' Objects
summary.exdqlm Summary exDQLM model details
summary.exdqlmDiagnostic Summary Method for 'exdqlmDiagnostic' Objects
summary.exdqlmForecast Summary Method for 'exdqlmForecast' Objects
summary.exdqlmISVB Summary Method for 'exdqlmISVB' Objects
summary.exdqlmLDVB Summary Method for 'exdqlmLDVB' Objects
summary.exdqlmMCMC Summary Method for 'exdqlmMCMC' Objects
summary.exdqlmSynthesis Summary Method for 'exdqlmSynthesis' Objects