## Software

### endogMNP

This is an R package based on C code that implements a Bayesian
selection or switching model for a multinomial probit.
This package borrows heavily from the

MNP
package of Kosuke Imai and David A. van Dyk. Source and
compiled versions along with documentation are available

here.

### factorQR

This is an R package that implements a Bayesian quantile
regression model that assumes a factor structure for part of the
design matrix. The package is available

here. See also the accompanying paper under the

Research tab.

### Imputation via sequential regression trees

Here is a basic R implementation of multiple imputation via
sequential trees. This code relies on the

tree
package of Brian Ripley to do the heavy lifting. This code
does

not detect
dependent variables automatically, so users should make sure
that no algebraic equalities exist between columns of the data
set. See Burgette and Reiter (2010) "Multiple imputation
for missing data via sequential regression trees" for details.

See

here for a toy example that uses
the code.