Package index

Model fitting

The main entry point.

bqmm()

Bayesian multilevel quantile regression

Priors and family

Prior specification and the asymmetric Laplace family.

bqmm_prior()

Priors for a Bayesian quantile mixed model

ald()

The asymmetric Laplace family for quantile regression

Estimates and summaries

Extract coefficients, random effects, and model summaries.

summary(<bqmm>)

Summarize a bqmm fit

coef(<bqmm>)

Extract model coefficients

fixef(<bqmm>)

Posterior-median fixed effects

ranef(<bqmm>)

Posterior-median random effects

VarCorr(<bqmm>)

Random-effect standard deviations and correlations

nobs(<bqmm>)

Number of observations used in the fit

Inference and uncertainty

The Yang-Wang-He variance correction and credible intervals.

vcov(<bqmm>)

Variance-covariance of the fixed effects

confint(<bqmm>)

Confidence (credible) intervals for the fixed effects

Predictions, methods, and plots

predict(<bqmm>)

Predictions from a bqmm fit

fitted(<bqmm>)

Linear predictor (conditional tau-quantile) at the posterior median

residuals(<bqmm>)

Residuals from a bqmm fit

posterior_predict(<bqmm>)

Draws from the posterior predictive distribution

posterior_epred(<bqmm>)

Draws of the expected response (conditional tau-quantile)

log_lik(<bqmm>)

Pointwise log-likelihood draws

plot(<bqmm>)

Plot a bqmm fit

as_draws(<bqmm>)

Convert a bqmm fit to a posterior draws object

as.matrix(<bqmm>)

Coerce a bqmm fit to a matrix of posterior draws

Multiple quantiles

Methods for joint multi-quantile (bqmm_multi) fits.

coef(<bqmm_multi>)

Coefficient-versus-tau matrix for a bqmm_multi fit

summary(<bqmm_multi>)

Summarize a bqmm_multi fit

plot(<bqmm_multi>)

Plot coefficient-versus-tau paths for a bqmm_multi fit

Non-crossing

rearrange_quantiles()

Rearrange fitted quantiles to remove crossing

Package and re-exports

bqmm-package

bqmm: Bayesian Multilevel Quantile Regression

reexports fixef ranef VarCorr as_draws posterior_predict posterior_epred log_lik

Objects exported from other packages