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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.
Package details |
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Author | Dries F. Benoit, Rahim Al-Hamzawi, Keming Yu, Dirk Van den Poel |
Maintainer | Dries F. Benoit <Dries.Benoit@UGent.be> |
License | GPL (>= 2) |
Version | 2.4 |
Package repository | View on CRAN |
Installation |
Install the latest version of this package by entering the following in R:
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