bayesQR

MaRDI QIDQ22961swMATHCRANFDO

Authors Dries F. Benoit

Last update 8 September 2023

Copyright license GNU General Public License, version 2.0, GNU General Public License, version 3.0

Software version identifier 2.3, 1.0, 1.1, 1.2, 1.3, 2.0, 2.1, 2.2, 2.4

Official website http://cran.r-project.org/web/packages/bayesQR/index.html

Source code repository https://github.com/cran/bayesQR

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) <doi:10.1016/S0167-7152(01)00124-9>, Benoit & Van den Poel (2012) <doi:10.1002/jae.1216> and Al-Hamzawi, Yu & Benoit (2012) <doi:10.1177/1471082X1101200304>. To speed up the calculations, the Markov Chain Monte Carlo core of all algorithms is programmed in Fortran and called from R.

Cites work

• Bayesian adaptive Lasso quantile regression
• Binary quantile regression: a Bayesian approach based on the asymmetric Laplace distribution
• Unnamed Publication

Described by source

• Bayesian Lasso binary quantile regression

Cited in

(18)

• quantreg
• A Bayesian approach for quantile optimization problems with high-dimensional uncertainty sources
• Quantile regression neural networks: a Bayesian approach
• Fully Bayesian estimation of simultaneous regression quantiles under asymmetric Laplace distribution specification
• NADA
• lqmm
• AHMbook
• BSquare
• Brq
• AS 229
• quantregGrowth
• Bayesian adaptive Lasso quantile regression
• A Bayesian Approach to Envelope Quantile Regression
• Model selection in quantile regression models
• Bayesian binary quantile regression for the analysis of bachelor-to-master transition
• qrnn
• Bayesian quantile regression for longitudinal count data
• Bayesian quantile regression

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