Bayesian Multilevel Quantile Regression
Overview
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.
First release.
bqmm()— Bayesian mixed-effects quantile regression via the asymmetric Laplace likelihood and Stan, with anlme4-style formula interface (y ~ x + (1 + x | group)) supporting nested and crossed random effects.cov = "diagonal"(default) orcov = "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 theposteriorandbayesplotecosystems.
From NEWS.md in the release
Install
Health
- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK13 OK2026-07-29
- ERROR12 OK, 1 ERROR2026-07-27
- OK8 OK2026-07-11
Documentation
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
Repository
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.
The R CMD check workflow runs on Linux, macOS and Windows, and on R-devel
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)
Dependencies
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.
Code & Tests
People & History
- 0.1.0Latest2026-07-10 · current release
- RR 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
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Run in R for the authors' entry:
citation("bqmm")The package provides a citation file, so citation() returns the authors' own entry.
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