Extended Dynamic Quantile Linear Models R package exdqlm version 1.1.0 Bayesian quantile-regression routines for dynamic state-space models and static regression under the extended asymmetric Laplace (exAL) error distribution. The dynamic state-space models are extended dynamic quantile linear models (exDQLMs). The package combines dynamic exDQLM inference via Laplace-delta variational Bayes (LDVB), Markov chain Monte Carlo (MCMC), and legacy importance-sampling variational Bayes (ISVB) with static exAL regression via LDVB and MCMC, reduced asymmetric Laplace/dynamic quantile linear model (AL/DQLM) paths through fixed skewness, component builders for trend/seasonality/regression blocks, static shrinkage priors including ridge, regularized horseshoe, and 'rhs_ns', evidence lower bound (ELBO) diagnostics, optional C++ accelerators, and posterior predictive synthesis across separately fitted quantiles through 'quantileSynthesis()'. Dynamic exDQLM methods are described in Barata et al. (2020) <doi:10.1214/21-AOAS1497>. Software Depends: R (>= 3.5) Imports: stats, methods, graphics, coda, tictoc, magic, crch, truncnorm, LaplacesDemon, grDevices, Rcpp, matrixStats, nimble, numDeriv LinkingTo: BH, Rcpp, RcppArmadillo, RcppEigen Suggests: rmarkdown, testthat (>= 3.0.0), ggplot2, pkgload, MASS Raquel Barata <raquel.a.barata@gmail.com> Comprehensive R Archive Network (CRAN) Raquel Barata [aut, cre], Raquel Prado [ths], Bruno Sanso [ths], Antonio Aguirre [aut] MIT + file LICENSE (https://CRAN.R-project.org/package=exdqlm/LICENSE) 2026-07-09 application/tgz https://CRAN.R-project.org/package=exdqlm doi:10.32614/CRAN.package.exdqlm