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.
|Depends:||R (≥ 3.0)|
|Author:||Dries F. Benoit, Rahim Al-Hamzawi, Keming Yu, Dirk Van den Poel|
|Maintainer:||Dries F. Benoit <Dries.Benoit at UGent.be>|
|License:||GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]|
|CRAN checks:||bayesQR results|
|Windows binaries:||r-devel: bayesQR_2.2.zip, r-release: bayesQR_2.2.zip, r-oldrel: bayesQR_2.2.zip|
|OS X Mavericks binaries:||r-release: bayesQR_2.2.tgz, r-oldrel: bayesQR_2.2.tgz|
|Old sources:||bayesQR archive|
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