/bqrpt

R package for Bayesian Quantile Regression using Mixture of Polya Trees

Primary LanguageFORTRAN

Bayesian Quantile Regression using Mixture of Polya Trees

Code

Polya Tree

  • Univariate: HeterPTlm.R, HeterPTlmMean-ss.R, HeterPTlmMean.R
  • Bivariate: HeterPTlmm.R
  • Trivariate: HeterPTlmtri.R

For univariate case, unify into one function HeterPTlm.R

BQR (Reich)

  • BQRboot.R, BQRiid.R, BQRmarg.R, BQRmargtri.R

RQ (quantreg)

  • RQboot.R

Tours

Results