Adaptive Generalized Bayesian Quantile Regression R package AGBQR version 0.1.0 Implements adaptive generalized Bayesian quantile regression with quantile-specific learning rates, HAC-based calibration, Gibbs posterior simulation, posterior summaries, predictive evaluation, and visualization tools. The package builds on the generalized Bayesian composite quantile regression framework of Hardy and Korobilis (2026) <doi:10.2139/ssrn.6618603> by allowing learning rates to vary across quantile levels. The implementation is designed for empirical work with small and moderate time-series samples where posterior calibration and tail-specific inference are important. Software Imports: quantreg, MASS, stats Suggests: testthat Khder Alakkari <khderalakkari1990@gmail.com> Comprehensive R Archive Network (CRAN) Khder Alakkari [aut, cre] MIT + file LICENSE (https://CRAN.R-project.org/package=AGBQR/LICENSE) 2026-06-22 application/tgz https://CRAN.R-project.org/package=AGBQR doi:10.32614/CRAN.package.AGBQR