bayesQR

MaRDI QIDQ22961swMATHCRANFDO

Authors Dries F. Benoit

Last update 8 September 2023

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

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

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

Described by source

• Bayesian Lasso binary quantile regression

Cited in

(18)

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

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