Other packages > Find by keyword >

bbqr  

Bayesian Quantile Regression with Lasso and Adaptive Lasso
View on CRAN: Click here


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

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

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



Attach the package and use:
library("bbqr")
Maintained by
Fernando Rubio Garcia
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2026-09-08
Latest Update: 2026-09-08
Description:
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.
How to cite:
Fernando Rubio Garcia (2026). bbqr: Bayesian Quantile Regression with Lasso and Adaptive Lasso. R package version 0.1.0, https://cran.r-project.org/web/packages/bbqr. Accessed 24 Oct. 2026.
Previous versions and publish date:
(2026-10-10 02:10), 0.1.0 (2026-09-08 15:00)
Other packages that cited bbqr R package
View bbqr citation profile
Other R packages that bbqr depends, imports, suggests or enhances
Complete documentation for bbqr
Functions, R codes and Examples using the bbqr R package
Full bbqr package functions and examples
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

extlasso  
Maximum Penalized Likelihood Estimation with Extended Lasso Penalty
Estimates coefficients of extended LASSO penalized linear regression and generalized linear models. ...
Download / Learn more Package Citations See dependency  
funprog  
Functional Programming
High-order functions for data manipulation : sort or group data, given one or more auxiliary func ...
Download / Learn more Package Citations See dependency  
OOBCurve  
Out of Bag Learning Curve
Provides functions to calculate the out-of-bag learning curve for random forests for any measure tha ...
Download / Learn more Package Citations See dependency  
RcmdrPlugin.depthTools  
R Commander Depth Tools Plug-in
We provide an Rcmdr plug-in based on the depthTools package, which implements different robust stat ...
Download / Learn more Package Citations See dependency  
visdat  
Preliminary Visualisation of Data
Create preliminary exploratory data visualisations of an entire dataset to identify problems or une ...
Download / Learn more Package Citations See dependency  
quickcode  
Quick and Essential 'R' Tricks for Better Scripts
The NOT functions, 'R' tricks and a compilation of some simple quick plus often used 'R' codes to im ...
Download / Learn more Package Citations See dependency  

29,218

R Packages

247,686

Dependencies

77,281

Author Associations

29,081

Publication Badges

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