NEWS.md

In pqrBayes: Bayesian Penalized Quantile Regression

News

pqrBayes 1.1.3 [2025-05-14]

• Added functions to fit robust Bayesian binary LASSO and their non-robust counterparts.

pqrBayes 1.1.2 [2025-03-31]

• Updated pqrBayes function with robust Bayesian group LASSO and 3 alternative models.

pqrBayes 1.1.1 [2025-02-22]

• Updated pqrBayes function with burn-in and spline parameters.
• Fixed bugs in the simulation example under high-dimensional linear regression model.
• Clarified the intercept in sparse linear and VC models in the User's manual.

pqrBayes 1.1.0 [2025-02-16]

• Added functions to fit robust sparse Bayesian linear models and their non-robust counterparts.
• Added functions to compute empirical coverage probabilities of sparse regression coefficients under linear models.
• Added examples to reproduce the inference results from Fan et al. (2024).

pqrBayes 1.0.5 [2025-02-05]

• Fixed bugs in the simulation example under quantile VC model.

pqrBayes 1.0.4 [2025-01-24]

• Added functions to compute empirical coverage probabilities of sparse quantile varying coefficients.
• Added examples to reproduce the inference results from Zhou et al. (2023).
• Kun Fan is listed as the leading author of the package.

pqrBayes 1.0.3 [2024-12-20]

• Fixed the issue of no output in the VCselect() function and added examples.
• Updated the list of pqrBayes output objects.
• Added non-robust sparse VC models with examples.
• Updated the documentation.
• Kun Fan is added as a new contributor for developing and maintaining the package.

pqrBayes 1.0.2 [2023-09-14]

• Initial release to CRAN.
• Included functions to fit robust sparse VC models (with or without spike-and-slab priors).

pqrBayes documentation built on June 8, 2025, 12:35 p.m.