bqmm: Bayesian Multilevel Quantile Regression

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 (may not be active yet)
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

Documentation:

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)

Downloads:

Package source: bqmm_0.1.0.tar.gz
Windows binaries: r-devel: not available, 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

Linking:

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