R/pqrBayes_bin.R

In pqrBayes: Bayesian Penalized Quantile Regression

pqrBayes_bin <- function(g, y, e, quant = 0.5, iterations = 10000, burn.in,
                         robust = TRUE, sparse = TRUE,
                         hyper = NULL, debugging = FALSE) {

  
  # Check iterations and burn-in
  if (iterations < 1) stop("iterations must be a positive integer.")
  
  if (is.null(burn.in)) {
    BI <- floor(iterations / 2)
    if (iterations <= BI) stop("iterations must be larger than burn.in.")
  } else if (burn.in >= 1) {
    BI <- as.integer(burn.in)
  } else {
    stop("burn.in must be a positive integer.")
  }
  
  # Call appropriate model
    if (robust) {
      out <- Robust_bin(g, y, e, quant, iterations, sparse, hyper, debugging)
    } else {
      out <- NonRobust_bin(g, y, e, iterations, sparse, debugging)
    }
  
  # Extract posterior samples
  coefficient <- list(
    GS.alpha = out$fit$GS.alpha[-c(1:BI), ],
    GS.beta  = out$fit$GS.beta[-c(1:BI), ]
  )
  
  fit <- list(obj = out, coefficients = coefficient)
  return(fit)
}