bayesQR: Bayesian quantile regression. 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.
Keywords for this software
References in zbMATH (referenced in 2 articles , 1 standard article )
Showing results 1 to 2 of 2.
- Benoit, Dries F.; Alhamzawi, Rahim; Yu, Keming: Bayesian lasso binary quantile regression (2013)
- Yu, Keming; Moyeed, Rana A.: Bayesian quantile regression (2001)