bayesQR: Bayesian Quantile Regression

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.

Getting started

Package details

AuthorDries F. Benoit, Rahim Al-Hamzawi, Keming Yu, Dirk Van den Poel
MaintainerDries F. Benoit <[email protected]>
LicenseGPL (>= 2)
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:

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bayesQR documentation built on May 30, 2017, 4:36 a.m.