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 v1.0.0 R package with source, tests, reference docs, and a submitted software article.

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 1.0.0 JSS software article submitted

exdqlm: Extended Dynamic Quantile Linear Models

Bayesian quantile-regression software for dynamic state-space models and static regression under the extended asymmetric Laplace family. Version 1.0.0 brings the software-article feature line together: dynamic exDQLM fitting, static exAL regression, LDVB and MCMC inference, optional C++ accelerators, diagnostics, and posterior-predictive synthesis across fitted quantiles.

CRAN GitHub DOI

Release & Manuscript

exdqlm 1.0.0 is available on CRAN. The companion software article has been submitted to the Journal of Statistical Software; the article repository tracks the manuscript source, supplement, examples, and reproducibility checks.

Last updated: June 14, 2026

  • Models Dynamic exDQLMs plus static exAL regression, with trend, seasonal, regression, and transfer-function components.
  • Inference LDVB for scalable approximate inference, MCMC for posterior simulation, and legacy ISVB paths for reproducibility.
  • Diagnostics & Synthesis Forecast summaries, calibration checks, scoring rules, and posterior-predictive synthesis across fitted quantiles.

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

Submitted Journal of Statistical Software article source, supplement files, reproducibility checks, and manuscript-support examples for exdqlm.

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, 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

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