Package: qarPI
Type: Package
Title: Prediction Intervals for Quantile Autoregression
Version: 0.1.0
Authors@R: 
    c(
      person("Silvia", "Novo", 
             role = c("aut", "cre"),
             email = "snovo@est-econ.uc3m.es"),
      person("César", "Sánchez-Sellero",
             role = "aut")
    )
Description: Provides prediction intervals for classical homoscedastic
    autoregressive models (AR(p)) and quantile autoregressive models
    (QAR(p)). The package implements percentile-based and predictive-root-based
    bootstrap procedures for constructing multi-step-ahead prediction
    intervals. For more details, see Novo and Sanchez-Sellero (2025)
    <doi:10.48550/arXiv.2512.22018>.
License: GPL-3
Encoding: UTF-8
Imports: stats, quantreg
RoxygenNote: 7.3.3
URL: https://github.com/SilviaNovo/qarPI
BugReports: https://github.com/SilviaNovo/qarPI/issues
NeedsCompilation: no
Packaged: 2026-04-15 18:26:59 UTC; SNOVO
Author: Silvia Novo [aut, cre],
  César Sánchez-Sellero [aut]
Maintainer: Silvia Novo <snovo@est-econ.uc3m.es>
Repository: CRAN
Date/Publication: 2026-04-21 18:32:07 UTC
Built: R 4.6.0; ; 2026-04-28 09:04:51 UTC; unix
