Package: qarPI 0.1.0

qarPI: Prediction Intervals for Quantile Autoregression

Provides prediction intervals for classical (homoscedastic) autoregressive models (AR(p)) and quantile autoregressive models (QAR(p)). The package implements both percentile-based and predictive-root-based bootstrap procedures for multi-step-ahead prediction interval construction.

Authors:Silvia Novo [aut, cre], César Sánchez-Sellero [aut]

qarPI_0.1.0.tar.gz
qarPI_0.1.0.zip(r-4.7)qarPI_0.1.0.zip(r-4.6)qarPI_0.1.0.zip(r-4.5)
qarPI_0.1.0.tgz(r-4.6-any)qarPI_0.1.0.tgz(r-4.5-any)
qarPI_0.1.0.tar.gz(r-4.7-any)qarPI_0.1.0.tar.gz(r-4.6-any)
qarPI_0.1.0.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
qarPI/json (API)

# Install 'qarPI' in R:
install.packages('qarPI', repos = c('https://silvianovo.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/silvianovo/qarpi/issues

On CRAN:

Conda:

3.00 score 532 downloads 10 exports 7 dependencies

Last updated from:b1eed6604f. Checks:9 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-x86_64OK106
source / vignettesOK129
linux-release-x86_64OK102
macos-release-arm64OK146
macos-oldrel-arm64OK128
windows-develOK83
windows-releaseOK85
windows-oldrelOK86
wasm-releaseOK87

Exports:pi_AR_percpi_AR_prootpi_BJpi_CBpi_PPpi_PRRpi_QAR_percpi_QAR_prootpi_TSpi_X

Dependencies:latticeMASSMatrixMatrixModelsquantregSparseMsurvival