bayesQR (version 2.4)

Bayesian Quantile Regression

Description

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.

Copy Link

Version

Down Chevron

Install

install.packages('bayesQR')

Monthly Downloads

1,262

Version

2.4

License

GPL (>= 2)

Maintainer

Last Published

September 8th, 2023

Functions in bayesQR (2.4)