Package: AGBQR 0.1.0

AGBQR: Adaptive Generalized Bayesian Quantile Regression

Implements adaptive generalized Bayesian quantile regression with quantile-specific learning rates, HAC-based calibration, Gibbs posterior simulation, posterior summaries, predictive evaluation, and visualization tools. The package builds on the generalized Bayesian composite quantile regression framework of Hardy and Korobilis (2026) <doi:10.2139/ssrn.6618603> by allowing learning rates to vary across quantile levels. The implementation is designed for empirical work with small and moderate time-series samples where posterior calibration and tail-specific inference are important.

Authors:Khder Alakkari [aut, cre]