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Bayesian Multilevel Quantile Regression

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1.4Kdownloads / year
–test coverage
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Overview

About

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.

Changes in 0.1.0

First release.

  • bqmm() — Bayesian mixed-effects quantile regression via the asymmetric Laplace likelihood and Stan, with an lme4-style formula interface (y ~ x + (1 + x | group)) supporting nested and crossed random effects.
  • cov = "diagonal" (default) or cov = "unstructured" — the latter adds LKJ-correlated random effects for a single grouping factor; VarCorr() reports the posterior-median correlation matrix.
  • Fitting one or several quantiles in a single call (a vector tau).
  • Post-hoc non-crossing rearrangement of fitted quantiles (Chernozhukov, Fernandez-Val and Galichon, 2010).
  • Yang, Wang and He (2016) posterior-variance correction for valid frequentist inference, exposed through vcov(object, adjusted = TRUE).
Show all changes in 0.1.0Hide the rest of the changes in 0.1.0
  • lme4/rstanarm-style S3 methods and integration with the posterior and bayesplot ecosystems.

From NEWS.md in the release

Install

Health

CRAN checks
13OK
Slowest check: 12.4 min · r-oldrel-windows-x86_64
Status changes
  • OK13 OK2026-08-05
  • NOTE12 OK, 1 NOTE2026-08-01
  • OK13 OK2026-07-29
  • ERROR12 OK, 1 ERROR2026-07-27
  • OK8 OK2026-07-11
Advisories

none known

Documentation

In release 0.1.0
READMEYes · 629 wordsVignettesYes · 4 · dynamicNEWSYes · 67% structured · mentions 0.1.0Citation fileYes · software entry onlyWebsiteYes · pkgdown

The repository also keeps web-only articles.

Help pages
51 (27 internal)includes a package overview page
Examples that run
13%3 run in a plain check · 21 only when donttest examples are enabled (R CMD check --as-cran)
Exported functions with examples
80%
Documented parameters
89%
Return-value docs
80%
Help pages citing references
2%

Downloads

1.4K
CRAN downloads in the past year
Rank #9,234 · ~4/day · ~117/mo
Daily download trend is not available in this view yet.
31630 days
1.1K90 days
1.4K1 year
Compare downloads with other packages →
Also on54 r2u44 autocran

Repository

0Stars
0Forks
0Open issues
0Open PRs
0Releases
Last activity 2026-06-06
Responsiveness
not measured
PracticesBeta

7 development-tooling and community-health practices detected across 4 families in the upstream repository

Checks run against github.com/kvenkita/bqmm on 2026-10-25.

Continuous integration (2)
GitHub ActionsR CMD check workflow

The R CMD check workflow runs on Linux, macOS and Windows, and on R-devel

Docs source (3)
pkgdown

GitHub Pages site last deployed 2026-06-06 · The repository has a site deploy workflow

pkgdown site last built 2026-06-06, before release 0.1.0 (2026-07-10)

CRAN release process (1)
cran-comments.md
Git structural (1)
.gitattributes
How this is detected·Detection ruleset v4 (2026-10-20)

Dependencies

Declared dependencies
19 external dependencies (excludes base and recommended)

Installing bqmm adds 54 packages (26 with compiled code, 51 MB of source tarballs). Heaviest: BH 14 MB, ggplot2 6.0 MB, lme4 4.3 MB.

Depends (1)
R >= 4.0.0
Imports (11)
Enhances (0)
none
Reverse dependencies
0direct
0indirect

Nothing depends on this yet.

People & History

People (1)
Author, Maintainer since 0.1.0 (2026), Copyright holder
Releases (1)
  • 0.1.0Latest
    2026-07-10 · current release
  • R
    R 4.6.0 released · 2026-04-24

Package metadata

First published
2026-07-10
Total releases
1 / 1 yrs
License
MIT + file LICENSE OSI
Minimum R
≥ 4.0.0
Download size
481 KB

Cite

Cite this package

Run in R for the authors' entry:

citation("bqmm")

The package provides a citation file, so citation() returns the authors' own entry.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

APA

Balamuta, J. J. (2026). R Observatory: Metrics for bqmm version 0.1.0 [Data set]. HJJB, LLC. Data release v2026-10-26. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-26, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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