Bayesian Quantile Regression using Mixture of Polya Trees
Code
Polya Tree
- Univariate: HeterPTlm.R, HeterPTlmMean-ss.R, HeterPTlmMean.R
- Bivariate: HeterPTlmm.R
- Trivariate: HeterPTlmtri.R
For univariate case, unify into one function HeterPTlm.R
BQR (Reich)
- BQRboot.R, BQRiid.R, BQRmarg.R, BQRmargtri.R
RQ (quantreg)
- RQboot.R