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.