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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.
| Version: | 0.1.0 |
| Depends: | R (≥ 4.0.0) |
| Imports: | methods, stats, graphics, grDevices, lme4, Matrix, Rcpp (≥ 0.12.0), RcppParallel (≥ 5.0.1), rstan (≥ 2.26.0), rstantools (≥ 2.4.0), posterior |
| 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) |
| Suggests: | bayesplot, ggplot2, lqmm, MASS, nlme, quantreg, testthat (≥ 3.0.0), knitr, rmarkdown |
| Published: | 2026-07-10 |
| DOI: | 10.32614/CRAN.package.bqmm |
| Author: | Kailas Venkitasubramanian [aut, cre, cph] |
| Maintainer: | Kailas Venkitasubramanian <kailasv at gmail.com> |
| BugReports: | https://github.com/kvenkita/bqmm/issues |
| License: | MIT + file LICENSE |
| URL: | https://github.com/kvenkita/bqmm, https://kvenkita.github.io/bqmm/ |
| NeedsCompilation: | yes |
| SystemRequirements: | GNU make |
| Citation: | bqmm citation info |
| Materials: | README, NEWS |
| CRAN checks: | bqmm results |
| Reference manual: | bqmm.html , bqmm.pdf |
| Vignettes: |
Valid inference under the asymmetric Laplace likelihood (source, R code) Introduction to bqmm (source, R code) Multilevel structure in bqmm (source, R code) A Primer on Bayesian Multilevel Quantile Regression (source, R code) |
| Package source: | bqmm_0.1.0.tar.gz |
| Windows binaries: | r-devel: bqmm_0.1.0.zip, r-release: bqmm_0.1.0.zip, r-oldrel: bqmm_0.1.0.zip |
| macOS binaries: | r-release (arm64): bqmm_0.1.0.tgz, r-oldrel (arm64): bqmm_0.1.0.tgz, r-release (x86_64): bqmm_0.1.0.tgz, r-oldrel (x86_64): bqmm_0.1.0.tgz |
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These binaries (installable software) and packages are in development.
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