pqrBayes

1.2.2

Bayesian Penalized Quantile Regression

0packages depend

4.2Kdownloads / year

–test coverage

13/13checks pass

Overview

About

Maintained by Cen WuFirst published 2023-09-1412 releasesCRAN page ↗GitHub ↗

Bayesian regularized quantile regression utilizing two major classes of shrinkage priors (the spike-and-slab priors and the horseshoe family of priors) leads to efficient Bayesian shrinkage estimation, variable selection and valid statistical inference. In this package, we have implemented robust Bayesian variable selection with spike-and-slab priors under high-dimensional linear regression models (Fan et al. (2024) doi:10.3390/e26090794 and Ren et al. (2023) doi:10.1111/biom.13670), and regularized quantile varying coefficient models (Zhou et al.(2023) doi:10.1016/j.csda.2023.107808). In particular, valid robust Bayesian inferences under both models in the presence of heavy-tailed errors can be validated on finite samples. Additional models with spike-and-slab priors include robust Bayesian group LASSO and robust binary Bayesian LASSO (Fan and Wu (2025) doi:10.1002/sta4.70078). Besides, robust sparse Bayesian regression with the horseshoe family of (horseshoe, horseshoe+ and regularized horseshoe) priors has also been implemented and yielded valid inference results under heavy-tailed model errors (Fan et al.(2026) doi:10.1016/j.csda.2026.108358). The Markov chain Monte Carlo (MCMC) algorithms of the proposed and alternative models are implemented in C++.

Install

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

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

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

if (!requireNamespace("pak", quietly = TRUE))
  install.packages("pak", repos = "https://cloud.r-project.org/")
pak::pak("cenwu/pqrBayes")

Development version from cenwu/pqrBayes. Installs pak first if it is not already available.

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-pqrbayes

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-pqrBayes

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-pqrBayes

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

Health

CRAN checks

13OK

Slowest check: 7.2 min · r-devel-linux-x86_64-fedora-clang

Code health

None

Tests · ratio 0.00

not tracked

Coverage

100%

Documentation · exports

Dependencies · direct

Check history

OK2026-06-08
13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
NOTE2026-06-07
12 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
OK2026-04-25
12 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
NOTE2026-04-22
12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
ERROR2026-04-18
11 OK · 2 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE

Show 1 earlier snapshots

NOTE2026-03-10
12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

READMEYes · 2,389 wordsVignettesNopkgdown siteNoNEWSYes · 100% structuredCode of conductNoContributing guideNo

Examples that run: 100%
Documented parameters: 100%
Return-value docs: 100%
References docs: 30%

Downloads

4.2K

CRAN downloads in the past year

Rank #6,580 · ~11/day · ~347/mo

Releases R versions

Daily download trend is not available in this view yet.

29930 days

1.4K90 days

4.2K1 year

Compare downloads with other packages →

Also on470 r2u16 autocran

Repository

GitHub ↗ cenwu/pqrbayes

4Stars

1Forks

0Open issues

0Open PRs

0Releases

40Commits

1Contributors

40 commits · Last activity 2026-04-30 · 0% stars, 30d

Stars over time

2023-12-26 · 32026-07-07 · 4

Repository practices

Upstream repositoryBeta

1 development-tooling and community-health practice detected across 1 family in the upstream repository

Checks run against github.com/cenwu/pqrbayes on 2026-07-30.

Lint, format, editor (1)

RStudio project

How this is detected·Detection ruleset v1 (2026-07-18)

Dependencies

Declared dependencies

4 external dependencies (excludes base and recommended)

Depends (1)

R >= 3.5.0

Imports (4)

Rcpp glmnetsplinesstats

LinkingTo (2)

Rcpp RcppArmadillo

Suggests (0)

none

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

Code & Tests

People & History

People (5)

Maintainer (1)

Cen Wu

Author, Maintainer

Authors (5)

Cen Wu

Author, Maintainer

Kun Fan

Author · added in 1.0.3

Xiaoxi Li

Author · added in 1.1.2

Jie Ren

Author

Fei Zhou

Author

Package Timeline

12 releases. Pick two to compare their code metrics. R releases are shown for context.

1.2.2Latest
2026-04-30 · current release · diff ↗
R
R 4.6.0 released · 2026-04-24
1.2.1
2026-03-15 · diff ↗
1.2.0
2025-12-08 · diff ↗
1.1.4
2025-07-26 · diff ↗
1.1.3
2025-05-15 · diff ↗
R
R 4.5.0 released · 2025-04-11
1.1.2
2025-04-01 · diff ↗
1.1.1
2025-02-24 · diff ↗
1.1.0
2025-02-17 · diff ↗
1.0.5
2025-02-05 · diff ↗
1.0.4
2025-01-25 · diff ↗
1.0.3
2024-12-21 · diff ↗
R
R 4.4.0 released · 2024-04-24
1.0.2
2023-09-14
R
R 4.3.0 released · 2023-04-21

Package metadata

First published: 2023-09-14
Total releases: 12 / 3 yrs
License: GPL-2 OSI
Minimum R: ≥ 3.5.0
Bundled data: 16 KB / 1 file
Download size: 56 KB
Installed size: not tracked yet
With dependencies: not tracked yet

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