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AdjBQR (version 1.0)

Adjusted Bayesian Quantile Regression Inference

Description

Adjusted inference for Bayesian quantile regression based on asymmetric Laplace working likelihood, for details see Yang, Y., Wang, H. and He, X. (2015), Posterior inference in Bayesian quantile regression with asymmetric Laplace likelihood, International Statistical Review, 2015 .

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Version

Install

install.packages('AdjBQR')

Monthly Downloads

25

Version

1.0

License

GPL-3

Last Published

October 30th, 2016

Functions in AdjBQR (1.0)

BCQR

Adjusted Bayesian Censored Quantile Regression
li_powell

Asymmetric-Laplace-type Working Likelihood For Cenaored Quantile Regression
li_reg

Asymmetric Laplace Working Likelihood For Linear Quantile Regression
BQR

Adjusted Bayesian Quantile Regression
sigma_est_powell

Estimation of the Scale Parameter for Censored Quantile Regression
sigma_est

Estimation of the Scale Parameter for Quantile Regression