BLBqr {Brq} | R Documentation |
This function implements the idea of Bayesian Lasso Binary quantile regression using a likelihood function that is based on the asymmetric Laplace distribution (Rahim, 2016). The asymmetric Laplace error distribution is written as a scale mixture of normal distributions.
BLBqr(x,y, tau = 0.5, runs = 11000, burn = 1000, thin=1)
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. |
Rahim Alhamzawi