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BayesQRCount  

Adaptive Bayesian Quantile Regression for Count Data
View on CRAN: Click here


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

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

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



Attach the package and use:
library("BayesQRCount")
Maintained by
Shikhar Tyagi
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2026-08-05
Latest Update: 2026-08-05
Description:
Implements Bayesian quantile regression for count data using the jittering technique for discrete data smoothing and an asymmetric Laplace distribution likelihood. Supports adaptive variable selection via a random-bridge penalty with a beta prior on the power parameter, as well as fixed-bridge and Lasso penalties. Utilizes Markov chain Monte Carlo with Gibbs sampling and adaptive Metropolis-Hastings algorithms for posterior inference, provides Gelman-Rubin convergence diagnostics, and predicts conditional quantiles for count responses. Methodology and applications are based on the following key references: Luo, Zhou, Hu, and Li (2026, Journal of Mathematics, 2026:1543166, <doi:10.1155/jom/1543166>), Koenker and Bassett (1978, Econometrica, 46, 33-50, <doi:10.2307/1913643>), Machado and Santos Silva (2005, Journal of the American Statistical Association, 100, 1226-1237, <doi:10.1198/016214505000000330>), Yu and Moyeed (2001, Statistics and Probability Letters, 54, 437-447, <doi:10.1016/S0167-7152(01)00124-9>), Polson, Scott, and Windle (2014, Journal of the Royal Statistical Society Series B, 76, 713-733, <doi:10.1111/rssb.12042>), Park and Casella (2008, Journal of the American Statistical Association, 103, 681-686, <doi:10.1198/016214508000000337>), and Roberts and Rosenthal (2009, Journal of Computational and Graphical Statistics, 18, 349-367, <doi:10.1198/jcgs.2009.06134>).
How to cite:
Shikhar Tyagi (2026). BayesQRCount: Adaptive Bayesian Quantile Regression for Count Data. R package version 0.1.0, https://cran.r-project.org/web/packages/BayesQRCount. Accessed 24 Oct. 2026.
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