bqmm
Bayesian Multilevel Quantile Regression
Fits Bayesian mixed-effects (multilevel) quantile regression models using the asymmetric Laplace working likelihood and Stan. Supports an 'lme4'-style formula interface with nested and crossed random effects, fitting one or several quantiles, post-hoc non-crossing rearrangement of fitted quantiles, and the Yang, Wang and He (2016) posterior-variance correction for valid frequentist inference from the (misspecified) asymmetric Laplace posterior.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.1.0 |
rolling linux/jammy R-4.5 | bqmm_0.1.0.tar.gz |
1.2 MiB |
0.1.0 |
rolling linux/noble R-4.5 | bqmm_0.1.0.tar.gz |
1.2 MiB |
0.1.0 |
rolling source/ R- | bqmm_0.1.0.tar.gz |
482.5 KiB |
0.1.0 |
latest linux/jammy R-4.5 | bqmm_0.1.0.tar.gz |
1.2 MiB |
0.1.0 |
latest linux/noble R-4.5 | bqmm_0.1.0.tar.gz |
1.2 MiB |
0.1.0 |
latest source/ R- | bqmm_0.1.0.tar.gz |
482.5 KiB |
0.1.0 |
2026-04-23 source/ R- | bqmm_0.1.0.tar.gz |
0 B |
Dependencies (latest)
Imports
LinkingTo
- BH (>= 1.66.0)
- Rcpp (>= 0.12.0)
- RcppEigen (>= 0.3.3.3.0)
- RcppParallel (>= 5.0.1)
- rstan (>= 2.26.0)
- StanHeaders (>= 2.26.0)