Antonio Aguirre Bayesian Forecasting | Quantile Modeling | Research Software

Research Software

Software

Public packages, research code, and selected implementation examples for Bayesian modeling, forecasting, and scientific computing.

Released Package

CRAN-published R software with inspectable source and tests.

Forecast Pipelines

Scripts for streamflow forecasts, climate data, and site outputs.

Numerical Code

Rcpp/C++ kernels for distribution utilities and state-space computation.

Research Notes

Public methods notes and manuscript-support materials.

R package CRAN 0.4.0 JSS manuscript submitted

exdqlm: Extended Dynamic Quantile Linear Models

An R package for Bayesian estimation and analysis of dynamic quantile linear models under the extended asymmetric Laplace family. It supports MCMC and Laplace-delta variational Bayes, state-space components, transfer-function effects, forecasting, diagnostics, and posterior synthesis across fitted quantiles.

CRAN GitHub DOI

Release & Manuscript

exdqlm is available on CRAN. A companion article has been submitted to the Journal of Statistical Software, with examples maintained alongside package development.

Last updated: May 14, 2026

  • Models State-space quantile models with trend, seasonal, regression, and transfer-function components.
  • Inference MCMC for posterior simulation and LDVB for scalable approximate inference.
  • Evaluation Forecast summaries, calibration checks, scoring rules, and posterior predictive output.

Repositories

Public Projects

Selected repositories and materials that are ready to inspect: article sources, site scripts, methods notes, and manuscript-support code.

Article workflow R / TeX

exdqlm JSS Article

Public manuscript source, supplement files, and reproducibility notes for the submitted Journal of Statistical Software article.

Article repository
Manuscript support Python / TeX

Forecast Correction Manuscript

Revised Environmetrics manuscript materials with generated asset manifests, figure/table reports, and validation scripts.

Manuscript repository
Site scripts Python / R / Bash

Forecast & Climate Tools

Scripts behind this website's forecast and climate-data outputs, including NOAA NWPS requests, climate/soil-moisture joins, and repository checks.

Browse scripts
Methods notes Q-DESN

Q-DESN Theory Notes

Public notes for Q-DESN notation, model structure, and implementation ideas behind current research code.

Read notes

Code Samples

Selected Implementations

Selected files that show how I structure package APIs, numerical code, data pipelines, manuscript checks, and site automation.

LDVB Inference Interface

Main LDVB interface for dynamic quantile state-space models, with controls for initialization, diagnostics, and posterior predictive summaries.

View R source

Q-DESN Overlay Builder

R script for building a Big Trees Q-DESN forecast overlay with explicit arguments, API access, and package-loading checks.

View R source

exAL Numerics

Rcpp/Boost implementation of extended asymmetric Laplace distribution utilities and parameter-bound calculations.

View C++ source

NOAA Forecast Builder

Dependency-light Python builder for Big Trees streamflow forecast JSON from NOAA NWPS APIs.

View Python source

Climate Data Merge

Python workflow for joining precipitation, ERA5 soil moisture, and NWM retrospective soil series.

View Python source

Manuscript Figure Validator

Python check that resolves TeX figure paths and fails when manuscript assets are missing.

View Python source

Explore More on GitHub

Browse current repositories, recent activity, and source files. More selected examples will be added when they have clear setup notes and reusable examples.

GitHub Activity Repositories