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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: not available, r-oldrel: not available
macOS binaries: r-release (arm64): bqmm_0.1.0.tgz, r-oldrel (arm64): bqmm_0.1.0.tgz, r-release (x86_64): not available, r-oldrel (x86_64): not available

Linking:

Please use the canonical form https://CRAN.R-project.org/package=bqmm to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.