# Simulate data from heteroskedastic regression
set.seed(666)
n <- 200
X <- runif(n=n,min=0,max=10)
y <- 1 + 2*X + rnorm(n=n, mean=0, sd=.6*X)
# Analyze 0.5 quantile using default prior and adaptive lasso
out <- bayesQR(y ~ X, alasso=TRUE, ndraw=5000)
# Return Bayes estimates and credible intervals
sum <- summary(out, burnin=1000)
# Print the bayesQR.summary object
sum
Run the code above in your browser using DataLab