AGBQR

0.1.0

Adaptive Generalized Bayesian Quantile Regression

0packages depend

400downloads / year

86.2%test coverage

13/13checks pass

Overview

About

Maintained by Khder AlakkariFirst published 2026-06-221 releasesCRAN page ↗

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.

Install

R (CRAN)Ubuntu (r2u)Fedora (COPR)openSUSE (OBS)

install.packages("AGBQR", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

Release

# enable cranapt (r2u) if it is not already set up, then install
grep -rqs r2u.stat.illinois.edu /etc/apt/sources.list /etc/apt/sources.list.d/ \
  || curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash
sudo apt install -y r-cran-agbqr

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled.

bspm (used by r2u) also needs make: sudo apt install make

# enable the iucar/cran COPR if it is not already present, then install
ls /etc/yum.repos.d/*iucar*cran*.repo >/dev/null 2>&1 \
  || sudo dnf copr enable -y iucar/cran
sudo dnf install -y R-CRAN-AGBQR

RPMs from the iucar/cran COPR, rebuilt from CRAN.

For install.packages() integration in R, also: sudo dnf install R-CoprManager

# add the autoCRAN OBS repo (Tumbleweed) if it is missing, then install
zypper -q lr | grep -qi autoCRAN \
  || sudo zypper addrepo https://download.opensuse.org/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/devel:languages:R:autoCRAN.repo
sudo zypper install -y R-AGBQR

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed).

Health

CRAN checks

13OK

Slowest check: 1.0 min · r-devel-windows-x86_64

Code health

Yes

Tests · ratio 0.08

86.2%

Coverage · measured lines

100%

Documentation · exports

Dependencies · direct

Check history

OK2026-06-23
6 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

READMENoVignettesNopkgdown siteNoNEWSNoCode of conductNoContributing guideNo

Examples that run: 100%
Documented parameters: 100%
Return-value docs: 100%
References docs: 100%

Downloads

400

CRAN downloads in the past year

Rank #23,776 · ~1/day · ~33/mo

Releases R versions

Daily download trend is not available in this view yet.

32130 days

40090 days

4001 year

Compare downloads with other packages →

Also on2 r2u12 autocran

Dependencies

Declared dependencies

2 external dependencies (excludes base and recommended)

Depends (0)

none

Imports (3)

quantregMASSstats

LinkingTo (0)

none

Suggests (1)

testthat

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

Code & Tests

People & History

People (1)

Maintainer (1)

Khder Alakkari

Author, Maintainer

Authors (1)

Khder Alakkari

Author, Maintainer

Package Timeline

1 release. R releases are shown for context.

0.1.0Latest
2026-06-22 · current release
R
R 4.6.0 released · 2026-04-24

Package metadata

First published: 2026-06-22
Total releases: 1 / 1 yrs
License: MIT + file LICENSE OSI
Download size: not tracked yet
Installed size: not tracked yet
With dependencies: not tracked yet

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