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DMQ  

Dynamic Multiple Quantile (DMQ) Model
View on CRAN: Click here


Download and install DMQ package within the R console
Install from CRAN:
install.packages("DMQ")

Install from Github:
library("remotes")
install_github("cran/DMQ")

Install by package version:
library("remotes")
install_version("DMQ", "0.1.2")



Attach the package and use:
library("DMQ")
Maintained by
Leopoldo Catania
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2023-10-28
Latest Update: 2025-09-03
Description:
Perform estimation, prediction, and simulations using the Dynamic Multiple Quantile model of Catania and Luati (2023) . Can be used to estimate a set of conditional time-varying quantiles of a time series that do not cross.
How to cite:
Leopoldo Catania (2023). DMQ: Dynamic Multiple Quantile (DMQ) Model. R package version 0.1.2, https://cran.r-project.org/web/packages/DMQ. Accessed 04 Jul. 2026.
Previous versions and publish date:
0.1.2 (2023-10-28 17:20)
Other packages that cited DMQ R package
View DMQ citation profile
Other R packages that DMQ depends, imports, suggests or enhances
Complete documentation for DMQ
Functions, R codes and Examples using the DMQ R package
Full DMQ package functions and examples
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