Other packages > Find by keyword >

AGBQR  

Adaptive Generalized Bayesian Quantile Regression
View on CRAN: Click here


Download and install AGBQR package within the R console
Install from CRAN:
install.packages("AGBQR")

Install from Github:
library("remotes")
install_github("cran/AGBQR")

Install by package version:
library("remotes")
install_version("AGBQR", "0.1.0")



Attach the package and use:
library("AGBQR")
Maintained by
Khder Alakkari
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2026-06-22
Latest Update: 2026-06-22
Description:
Implements adaptive generalized Bayesian quantile regression with quantile-specific learning rates, HAC-based calibration, Gibbs posterior simulation, posterior summaries, predictive evaluation, and visualization tools. The package builds on the generalized Bayesian composite quantile regression framework of Hardy and Korobilis (2026) <doi:10.2139/ssrn.6618603> by allowing learning rates to vary across quantile levels. The implementation is designed for empirical work with small and moderate time-series samples where posterior calibration and tail-specific inference are important.
How to cite:
Khder Alakkari (2026). AGBQR: Adaptive Generalized Bayesian Quantile Regression. R package version 0.1.0, https://cran.r-project.org/web/packages/AGBQR. Accessed 07 Aug. 2026.
Previous versions and publish date:
No previous versions
Other packages that cited AGBQR R package
View AGBQR citation profile
Other R packages that AGBQR depends, imports, suggests or enhances
Complete documentation for AGBQR
Functions, R codes and Examples using the AGBQR R package
Full AGBQR package functions and examples
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

r2resize  
In-Text Resize for Images, Tables and Fancy Resize Containers in 'shiny', 'rmarkdown' and 'quarto' Documents
Automatic resizing toolbar for containers, images and tables. Various resizable or expandable contai ...
Download / Learn more Package Citations See dependency  
modelwordcloud  
Model Word Clouds
Makes a word cloud of text, sized by the frequency of the word, and colored either by user-specified ...
Download / Learn more Package Citations See dependency  
BayesESS  
Determining Effective Sample Size
Determines effective sample size of a parametric prior distribution in Bayesian models. For a web-b ...
Download / Learn more Package Citations See dependency  
enrichwith  
Methods to Enrich R Objects with Extra Components
Provides the "enrich" method to enrich list-like R objects with new, relevant components. The curren ...
Download / Learn more Package Citations See dependency  
bbricks  
Bayesian Methods and Graphical Model Structures for Statistical Modeling
A set of frequently used Bayesian parametric and nonparametric model structures, as well as a set of ...
Download / Learn more Package Citations See dependency  

28,083

R Packages

239,283

Dependencies

74,457

Author Associations

28,084

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA