Antonio De Leon Bayesian Statistics | Machine Learning | Statistical Software

Research Software

Software

Selected software and reproducibility materials for Bayesian quantile modeling, forecast evaluation, posterior synthesis, and scientific computing.

R package CRAN 1.1.0 JSS software article submitted

exdqlm: Extended Dynamic Quantile Linear Models

exdqlm implements dynamic extended quantile linear models and static extended-asymmetric-Laplace regression. The package provides MCMC and Laplace–delta variational Bayes (LDVB), model diagnostics, forecasting tools, optional C++ acceleration, and posterior synthesis across separately fitted quantiles.

CRAN arXiv GitHub DOI

Release & Manuscript

exdqlm 1.1.0 is available on CRAN. The companion software article has been submitted to the Journal of Statistical Software and is available as an arXiv preprint; the article repository tracks the manuscript source, supplement, examples, and reproducibility checks.

CRAN release: July 9, 2026

  • Models Dynamic exDQLMs plus static exAL regression, with trend, seasonal, regression, and transfer-function components.
  • Inference Laplace–delta variational Bayes for approximate inference and MCMC for posterior simulation.
  • Diagnostics & Synthesis Forecast summaries, calibration checks, scoring rules, and posterior synthesis across fitted quantiles.

Repositories

Public Projects

Selected public repositories supporting released software and current manuscripts. Each entry states its maturity and scope.

Submitted article R / TeX

exdqlm JSS Article

Article source for exdqlm: An R Package for Estimation and Analysis of Flexible Dynamic Quantile Linear Models, with arXiv preprint materials, supplement files, reproducibility checks, and manuscript-support examples.

Article repository
arXiv preprint R / TeX

Forecast-Correction Article

Manuscript and reproducibility workspace for Bayesian quantile-based correction and synthesis of environmental forecast products.

Article repository arXiv preprint
Working manuscript Q-DESN / TeX

Bayesian Quantile Deep Echo State Networks

Source and reproducibility materials for Bayesian quantile forecasting with fixed nonlinear recurrent features, simulation studies, and empirical forecast comparisons.

Article repository
arXiv preprint / manuscript R / C++ / TeX

Mean-Tilted Intervals

Manuscript and computation workspace for MTI fixed-content and tolerance intervals, with Mean-Tilted Intervals: Regression and Dynamic Models listed as a submitted manuscript.

Project repository arXiv preprint

Code Samples

Selected Implementations

A short source tour for API design, numerical implementation, and posterior synthesis in exdqlm.

LDVB Inference Interface

Main Laplace–delta variational Bayes interface for dynamic quantile state-space models, including convergence controls, diagnostics, and posterior predictive summaries.

View R source

Static exAL Regression

Static Bayesian quantile-regression interface under the exAL likelihood, including LDVB controls and shrinkage-prior support.

View R source

exAL Numerics

Rcpp/Boost implementation of extended asymmetric Laplace density, distribution, quantile, simulation, and parameter-bound utilities.

View C++ source

Quantile Synthesis

Post hoc synthesis tools for combining separately fitted quantile models into coherent posterior predictive draws.

View R source

Explore More on GitHub

Additional repositories and development history are available on GitHub. The items above are the projects most relevant to my current research and software work.

GitHub Activity Repositories