BBqr {Brq}

Bayesian Binary Quantile Regression

Description

This function implements the idea of Bayesian Binary quantile regression employing a likelihood function that is based on the asymmetric Laplace distribution.

Usage

BBqr(x,y, tau =0.5, runs =11000, burn =1000, thin=1)

Arguments

x

Matrix of predictors.

y

Vector of dependent variable.

tau

The quantile of interest. Must be between 0 and 1.

runs

Length of desired Gibbs sampler output.

burn

Number of Gibbs sampler iterations before output is saved.

thin

thinning parameter of MCMC draws.

Author(s)

Rahim Alhamzawi