bayesQR (Q22961)
From MaRDI portal
Bayesian Quantile Regression
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | bayesQR |
Bayesian Quantile Regression |
Statements
8 September 2023
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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.
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expanded from: GPL (≥ 2) (English)
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Q61844 (Deleted Item)
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Identifiers
20 September 2023
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