Bayesian Penalized Quantile Regression. Bayesian regularized quantile regression utilizing two major classes of shrinkage priors (the spike-and-slab priors and the horseshoe family of priors) leads to efficient Bayesian shrinkage estimation, variable selection and valid statistical inference. In this package, we have implemented robust Ba
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curl https://depscope.dev/api/check/cran/pqrBayesFirst published · 2026-04-30 07:53:51
Last updated · 2026-04-30T06:10:02+00:00