| 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. |
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