Description Usage Arguments Value References Examples

This function estimates a two part model using a Bayesian quantile regression model to describe the continous part of the conditional distribution. The response variable is assumed to follow a mixed discrete-continuous distribution.

1 2 3 4 |

`formula` |
a formula object, with the response on the left of a ~ operator, and the terms, separated by + operators, on the right. If the assumed point mass distribution is at 1, then all values equal to 1 should be replaced by 0. |

`tau` |
Quantile of interest. |

`data` |
a data.frame from which to find the variables defined in the formula |

`itNum` |
Number of iterations. |

`thin` |
Thinning parameter. |

`betaValue` |
Initial values for the parameter beta for the continuous part. |

`sigmaValue` |
Initial value for the scale parameter. |

`vSampleInit` |
? |

`gammaValue` |
Initial value for the parameter gamma of the discrete part. |

`sigmaGamma` |
Tuning parameter for the Metropolis-Hastings step. |

`link` |
Integer defining the link function used for the probability model. Default is 1 for the logit link function. If 0, the probit function is used. |

`priorVar` |
Value that multiplies a identity matrix in the elicition process of the prior variance of the regression parameters. |

`refresh` |
Interval between printing a message during the iteration process. Default is set to 100. |

`quiet` |
Logical. If FALSE it will print messages depending on the refresh parameter to show that the chain is updating. If TRUE it will not print messages during the iteration process. |

A list with the chains of all parameters of interest.

Santos and Bolfarine (2015) - Bayesian quantile regression
analysis for continuous data with a discrete component at zero.
*Preprint*. http://arxiv.org/abs/1511.05925

1 2 3 4 |

Embedding an R snippet on your website

Add the following code to your website.

For more information on customizing the embed code, read Embedding Snippets.