bayesQR: Bayesian quantile regression

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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), Benoit & Van den Poel (2012) and Al-Hamzawi, Yu & Benoit (2012). To speed up the calculations, the Markov Chain Monte Carlo core of all algorithms is programmed in Fortran and called from R.

Author
Dries F. Benoit, Rahim Al-Hamzawi, Keming Yu, Dirk Van den Poel
Date of publication
2014-04-18 00:35:53
Maintainer
Dries F. Benoit <Dries.Benoit@UGent.be>
License
GPL (>= 2)
Version
2.2

View on CRAN

Man pages

bayesQR
Bayesian quantile regression
Churn
Customer Churn Data
plot.bayesQR
Produce quantile plots or traceplots with 'plot.bayesQR'
predict.bayesQR
Calculate predicted probabilities for binary quantile...
print.bayesQR
Prints the contents of 'bayesQR.summary' object to the...
prior
Create prior for Bayesian quantile regression
Prostate
Prostate Cancer Data
summary.bayesQR
Summarize the output of the 'bayesQR' function

Files in this package

bayesQR
bayesQR/src
bayesQR/src/Makevars
bayesQR/src/QRb_AL_mcmc.f95
bayesQR/src/QRc_mcmc.f95
bayesQR/src/QRb_mcmc.f95
bayesQR/src/QRc_AL_mcmc.f95
bayesQR/NAMESPACE
bayesQR/data
bayesQR/data/Prostate.rda
bayesQR/data/Churn.rda
bayesQR/R
bayesQR/R/plot.bayesQR.r
bayesQR/R/prior.r
bayesQR/R/summary.bayesQR.single.r
bayesQR/R/bayesQR.single.r
bayesQR/R/print.bayesQR.summary.r
bayesQR/R/summary.bayesQR.r
bayesQR/R/predict.bayesQR.r
bayesQR/R/bayesQR.r
bayesQR/MD5
bayesQR/DESCRIPTION
bayesQR/man
bayesQR/man/print.bayesQR.Rd
bayesQR/man/Churn.Rd
bayesQR/man/Prostate.Rd
bayesQR/man/summary.bayesQR.Rd
bayesQR/man/bayesQR.Rd
bayesQR/man/prior.Rd
bayesQR/man/predict.bayesQR.Rd
bayesQR/man/plot.bayesQR.Rd