Bayesian quantile regression using the asymmetric Laplace distribution, both continuous as well as binary dependent variables are supported. The package consists of implementations of the methods of Yu & Moyeed (2001) <doi:10.1016/S0167-7152(01)00124-9>, Benoit & Van den Poel (2012) <doi:10.1002/jae.1216> and Al-Hamzawi, Yu & Benoit (2012) <doi:10.1177/1471082X1101200304>. To speed up the calculations, the Markov Chain Monte Carlo core of all algorithms is programmed in Fortran and called from R.
Version: | 2.4 |
Depends: | R (≥ 4.2), graphics, methods, stats, utils |
Published: | 2023-09-08 |
DOI: | 10.32614/CRAN.package.bayesQR |
Author: | Dries F. Benoit, Rahim Al-Hamzawi, Keming Yu, Dirk Van den Poel |
Maintainer: | Dries F. Benoit <Dries.Benoit at UGent.be> |
License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
NeedsCompilation: | yes |
Citation: | bayesQR citation info |
In views: | Bayesian |
CRAN checks: | bayesQR results |
Reference manual: | bayesQR.pdf |
Package source: | bayesQR_2.4.tar.gz |
Windows binaries: | r-devel: bayesQR_2.4.zip, r-release: bayesQR_2.4.zip, r-oldrel: bayesQR_2.4.zip |
macOS binaries: | r-release (arm64): bayesQR_2.4.tgz, r-oldrel (arm64): bayesQR_2.4.tgz, r-release (x86_64): bayesQR_2.4.tgz, r-oldrel (x86_64): bayesQR_2.4.tgz |
Old sources: | bayesQR archive |
Reverse suggests: | bayestestR |
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