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bayesQR - MaRDI portal

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bayesQR (Q22961)

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Bayesian Quantile Regression
Language Label Description Also known as
English
bayesQR
Bayesian Quantile Regression

    Statements

    instance of
    R package
    0 references
    software version identifier
    2.3
    publication date
    27 January 2017
    0 references
    1.0
    publication date
    1 April 2011
    0 references
    1.1
    publication date
    11 May 2011
    0 references
    1.2
    publication date
    26 May 2011
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    1.3
    publication date
    30 June 2011
    0 references
    2.0
    publication date
    4 January 2013
    0 references
    2.1
    publication date
    18 February 2013
    0 references
    2.2
    publication date
    18 April 2014
    0 references
    2.4
    publication date
    8 September 2023
    0 references
    programmed in
    R
    0 references
    last update
    8 September 2023
    0 references
    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.
    0 references
    author
    Dries F. Benoit
    0 references
    depends on software
    graphics
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    methods
    0 references
    stats
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    utils
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    R
    software version identifier
    ≥ 4.2
    0 references

    Identifiers

    swMATH work ID
    11009
    0 references
    CRAN project
    bayesQR
    0 references
     
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