Package: bqmm 0.1.0

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.

Authors:Kailas Venkitasubramanian [aut, cre, cph]

bqmm_0.1.0.tar.gz
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manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
bqmm/json (API)

# Install 'bqmm' in R:
install.packages('bqmm', repos = c('https://kvenkita.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/kvenkita/bqmm/issues

Pkgdown/docs site:https://kvenkita.github.io

Uses libs:
  • c++– GNU Standard C++ Library v3

On CRAN:

Conda:

cpp

4.30 score 11 exports 59 dependencies

Last updated from:5e923b38eb. Checks:11 OK, 1 FAIL. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-arm64OK319
linux-devel-x86_64OK357
source / vignettesOK433
linux-release-arm64OK345
linux-release-x86_64OK342
macos-release-arm64OK299
macos-release-x86_64OK408
macos-oldrel-arm64OK189
windows-develOK364
windows-releaseOK390
windows-oldrelOK381
wasm-releaseFAIL164

Exports:aldas_drawsbqmmbqmm_priorfixeflog_likposterior_epredposterior_predictranefrearrange_quantilesVarCorr

Dependencies:abindbackportsBHbootcallrcheckmateclicpp11descdistributionalfarvergenericsggplot2gluegridExtragtableinlineisobandlabelinglatticelifecyclelme4loomagrittrMASSMatrixmatrixStatsminqanlmenloptrnumDerivotelpillarpkgbuildpkgconfigposteriorprocessxpsQuickJSRR6rbibutilsRColorBrewerRcppRcppEigenRcppParallelRdpackreformulasrlangrstanrstantoolsS7scalesStanHeaderstensorAtibbleutf8vctrsviridisLitewithr

A Primer on Bayesian Multilevel Quantile Regression
1. Why model quantiles? | Why multilevel? | Why Bayesian? | 2. The model in one page | 3. Your first model | 4. Many quantiles at once | 5. Priors and the scale parameter | 6. Getting the uncertainty right | 7. Correlated random effects | 8. Diagnostics: is the fit trustworthy? | 9. Visualising results | 10. Practical guidance and pitfalls | 11. How bqmm relates to other tools | References
Rendered frombqmm-primer.Rmdusingknitr::rmarkdown

Last update: 2026-06-06
Started: 2026-06-06

Introduction to bqmm
A first model | Several quantiles at once | Valid inference
Rendered frombqmm-intro.Rmdusingknitr::rmarkdown

Last update: 2026-06-06
Started: 2026-06-06

Multilevel structure in bqmm
Random intercepts | Random slopes | Nested and crossed grouping | Practical notes
Rendered frombqmm-multilevel.Rmdusingknitr::rmarkdown

Last update: 2026-06-06
Started: 2026-06-06

Valid inference under the asymmetric Laplace likelihood
The problem | The correction | Why not the plain Koenker sandwich? | Scope and caveats | References
Rendered frombqmm-inference.Rmdusingknitr::rmarkdown

Last update: 2026-06-06
Started: 2026-06-06