Markov chain Monte Carlo samplers for Bayesian quantile regression, based on the asymmetric Laplace distribution and the location-scale mixture representation of Kozumi and Kobayashi (2011) <doi:10.1080/00949655.2010.496117>. A binary response and an observed continuous response are both supported, each with three penalty layers behind one interface: no penalty, following Benoit and Van den Poel (2012) <doi:10.1002/jae.1216>; the Bayesian lasso, following Benoit, Al-Hamzawi and Yu (2013) <doi:10.1007/s00180-013-0439-0>; and the Bayesian adaptive lasso of Rubio Garcia (2023) <https://soar.wichita.edu/entities/publication/a2f86232-4704-4ec2-b685-751e7b04ec42>. In the binary family each is available as published and in a corrected form, the default, in which every improper prior component is replaced by a proper one so that the posterior exists unconditionally; the continuous family ships the corrected form only. The continuous adaptive-lasso layer at its default reproduces the penalty of Alhamzawi, Yu and Benoit (2012) <doi:10.1177/1471082X1101200304>. A binary threshold model identifies the coefficient vector only up to a positive scale, so the binary samplers expose the identification anchor as an explicit argument, allowing fixing the scale of the error distribution, fixing a single coefficient, and constraining the norm of the coefficient vector to be compared directly; an observed response identifies the scale, so the continuous samplers have no anchor and draw it every sweep. The MCMC cores are written in Fortran and called from R.
| Version: | 0.1.0 |
| Depends: | R (≥ 4.2) |
| Imports: | graphics, stats, utils |
| Suggests: | testthat (≥ 3.0.0), coda, knitr, rmarkdown, quantreg |
| Published: | 2026-09-08 |
| DOI: | 10.32614/CRAN.package.bbqr (may not be active yet) |
| Author: | Fernando Rubio Garcia [aut, cre] (Wichita State University), Dries F. Benoit [ctb, cph] (Author of 'bayesQR', from which the Fortran RNG wrapper and package layout are derived), Rahim Al-Hamzawi [ctb], Keming Yu [ctb], Dirk Van den Poel [ctb] |
| Maintainer: | Fernando Rubio Garcia <j332v755 at wichita.edu> |
| BugReports: | https://github.com/fernandorubiogarcia/bbqr/issues |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| Copyright: | See inst/COPYRIGHTS for the attribution of third-party
components inherited from the 'bayesQR' package. bbqr copyright details |
| URL: | https://github.com/fernandorubiogarcia/bbqr |
| NeedsCompilation: | yes |
| Citation: | bbqr citation info |
| Materials: | NEWS |
| CRAN checks: | bbqr results |
| Reference manual: | bbqr.html , bbqr.pdf |
| Vignettes: |
Binary and continuous quantile regression, and the anchor you have to choose (source, R code) |
| Package source: | bbqr_0.1.0.tar.gz |
| Windows binaries: | r-devel: not available, r-release: bbqr_0.1.0.zip, r-oldrel: not available |
| macOS binaries: | r-release (arm64): not available, r-oldrel (arm64): not available, r-release (x86_64): bbqr_0.1.0.tgz, r-oldrel (x86_64): not available |
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