CRAN/E | bqror

bqror

Bayesian Quantile Regression for Ordinal Models

Installation

About

Package provides functions for estimation and inference in Bayesian quantile regression with ordinal outcomes. An ordinal model with 3 or more outcomes (labeled OR1 model) is estimated by a combination of Gibbs sampling and Metropolis-Hastings (MH) algorithm. Whereas an ordinal model with exactly 3 outcomes (labeled OR2 model) is estimated using a Gibbs sampling algorithm. The summary output presents the posterior mean, posterior standard deviation, 95% credible intervals, and the inefficiency factors along with the two model comparison measures – logarithm of marginal likelihood and the deviance information criterion (DIC). The package also provides functions for computing the covariate effects and other functions that aids either the estimation or inference in quantile ordinal models. Rahman, M. A. (2016).“Bayesian Quantile Regression for Ordinal Models.” Bayesian Analysis, 11(1): 1-24 doi:10.1214/15-BA939. Yu, K., and Moyeed, R. A. (2001). “Bayesian Quantile Regression.” Statistics and Probability Letters, 54(4): 437–447 doi:10.1016/S0167-7152(01)00124-9. Koenker, R., and Bassett, G. (1978).“Regression Quantiles.” Econometrica, 46(1): 33-50 doi:10.2307/1913643. Chib, S. (1995). “Marginal likelihood from the Gibbs output.” Journal of the American Statistical Association, 90(432):1313–1321, 1995. doi:10.1080/01621459.1995.10476635. Chib, S., and Jeliazkov, I. (2001). “Marginal likelihood from the Metropolis-Hastings output.” Journal of the American Statistical Association, 96(453):270–281, 2001. doi:10.1198/016214501750332848.

github.com/prajual/bqror

Key Metrics

Version 1.6.1
R ≥ 3.5.0
Published 2023-05-06 328 days ago
Needs compilation? no
License GPL-2
License GPL-3
CRAN checks bqror results

Downloads

Yesterday 33 0%
Last 7 days 173 -25%
Last 30 days 828 -12%
Last 90 days 2.698 +36%
Last 365 days 9.493 +13%

Maintainer

Maintainer

Prajual Maheshwari

prajual1391@gmail.com

Authors

Mohammad Arshad Rahman Developer

aut

Prajual Maheshwari

cre

Material

Reference manual
Package source

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

bqror archive

Depends

R ≥ 3.5.0

Imports

MASS
pracma
GIGrvg
truncnorm
NPflow
invgamma
graphics
stats
progress

Suggests

testthat ≥ 3.0.0