bqror: Bayesian Quantile Regression for Ordinal Models

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>.

Version: 1.7.0
Depends: R (≥ 3.5.0)
Imports: MASS, pracma, GIGrvg, truncnorm, NPflow, invgamma, stats, progress
Suggests: testthat (≥ 3.0.0)
Published: 2024-04-13
Author: Mohammad Arshad Rahman Developer [aut], Prajual Maheshwari [cre]
Maintainer: Prajual Maheshwari <prajual1391 at gmail.com>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: https://github.com/prajual/bqror
NeedsCompilation: no
CRAN checks: bqror results

Documentation:

Reference manual: bqror.pdf

Downloads:

Package source: bqror_1.7.0.tar.gz
Windows binaries: r-devel: bqror_1.6.1.zip, r-release: bqror_1.6.1.zip, r-oldrel: bqror_1.6.1.zip
macOS binaries: r-release (arm64): bqror_1.7.0.tgz, r-oldrel (arm64): bqror_1.7.0.tgz, r-release (x86_64): bqror_1.7.0.tgz
Old sources: bqror archive

Linking:

Please use the canonical form https://CRAN.R-project.org/package=bqror to link to this page.