The bbqr package as a whole is distributed under GPL (>= 2). Third-party components ---------------------- src/wrapper.c The four-line bridge exposing R's RNG (GetRNGstate, PutRNGstate, unif_rand, norm_rand) to Fortran is taken from the bayesQR package by Dries F. Benoit, Rahim Al-Hamzawi, Keming Yu and Dirk Van den Poel, distributed on CRAN under GPL (>= 2). The general layout of the package, including the convention of handling the intercept separately from the penalised slopes, also follows bayesQR. bayesQR is described in: Benoit, D. F. and Van den Poel, D. (2017). bayesQR: A Bayesian Approach to Quantile Regression. Journal of Statistical Software, 76(7), 1-32. doi:10.18637/jss.v076.i07 These authors are credited in the Authors@R field of DESCRIPTION with the roles "ctb" (contributor) and, for Dries F. Benoit, "cph" (copyright holder). Original components ------------------- All six MCMC kernels shipped in this package were written for it. Binary response, observed through a threshold: src/QRb_BQR_mcmc.f95 unpenalised binary quantile regression, implementing Benoit and Van den Poel (2012) src/QRb_L_mcmc.f95 lasso binary quantile regression, implementing Benoit, Al-Hamzawi and Yu (2013) src/QRb_AL_mcmc.f95 adaptive-lasso binary quantile regression, with the identification anchors described in ?bbqr Observed continuous response: src/QRc_BQR_mcmc.f95 unpenalised quantile regression; the kernel is the sampler of Kozumi and Kobayashi (2011) src/QRc_L_mcmc.f95 lasso quantile regression, carrying the hierarchy of Benoit, Al-Hamzawi and Yu (2013) over to an observed response src/QRc_AL_mcmc.f95 adaptive-lasso quantile regression; at its default q = 1 it reproduces the penalty of Alhamzawi, Yu and Benoit (2012) They implement published algorithms, which are cited on the corresponding help pages and in inst/CITATION, but the code is not derived from the bayesQR kernels.