AdjBQR: Adjusted Bayesian Quantile Regression Inference

Adjusted inference for Bayesian quantile regression based on asymmetric Laplace working likelihood, for details see Yang, Y., Wang, H. and He, X. (2015), Posterior inference in Bayesian quantile regression with asymmetric Laplace likelihood, International Statistical Review, 2015 <doi:10.1111/insr.12114>.

Author
Huixia Judy Wang and Yunwen Yang
Date of publication
2016-10-30 16:58:03
Maintainer
Huixia Judy Wang <judywang@gwu.edu>
License
GPL-3
Version
1.0

View on CRAN

Man pages

BCQR
Adjusted Bayesian Censored Quantile Regression
BQR
Adjusted Bayesian Quantile Regression
li_powell
Asymmetric-Laplace-type Working Likelihood For Cenaored...
li_reg
Asymmetric Laplace Working Likelihood For Linear Quantile...
sigma_est
Estimation of the Scale Parameter for Quantile Regression
sigma_est_powell
Estimation of the Scale Parameter for Censored Quantile...

Files in this package

AdjBQR
AdjBQR/NAMESPACE
AdjBQR/R
AdjBQR/R/AdjBQR.R
AdjBQR/MD5
AdjBQR/DESCRIPTION
AdjBQR/man
AdjBQR/man/BCQR.Rd
AdjBQR/man/li_reg.Rd
AdjBQR/man/li_powell.Rd
AdjBQR/man/sigma_est.Rd
AdjBQR/man/sigma_est_powell.Rd
AdjBQR/man/BQR.Rd