Changes in version 1.2.2 (2026-04-30) - Resolved version inconsistency issues. Changes in version 1.2.1 (2026-03-14) - Fixed minor bugs. Changes in version 1.2.0 (2025-12-07) - Updated pqrBayes function with robust Bayesian regression with the horseshoe family of (horseshoe, horseshoe+ and regularized horseshoe) priors and 3 non-robust alternatives. Changes in version 1.1.4 (2025-07-25) - Updated references and annotations of examples. Changes in version 1.1.2 (2025-04-01) - Updated pqrBayes function with robust Bayesian group LASSO and 3 alternative models. Changes in version 1.1.1 (2025-02-23) - Updated pqrBayes function with burn-in and spline parameters. - Fixed bugs in the simulation example under high-dimensional linear regression model. - Clarified the intercept in sparse linear and VC models in the User's manual. Changes in version 1.1.0 (2025-02-16) - Added functions to fit robust sparse Bayesian linear models and their non-robust counterparts. - Added functions to compute empirical coverage probabilities of sparse regression coefficients under linear models. - Added examples to reproduce the inference results from Fan et al. (2024). Changes in version 1.0.5 (2025-02-05) - Fixed bugs in the simulation example under quantile VC model. Changes in version 1.0.4 (2025-01-24) - Added functions to compute empirical coverage probabilities of sparse quantile varying coefficients. - Added examples to reproduce the inference results from Zhou et al. (2023). - Kun Fan is listed as the leading author of the package. Changes in version 1.0.3 (2024-12-21) - Fixed the issue of no output in the VCselect() function and added examples. - Updated the list of pqrBayes output objects. - Added non-robust sparse VC models with examples. - Updated the documentation. - Kun Fan is added as a new contributor for developing and maintaining the package. Changes in version 1.0.2 (2023-09-14) - Initial release to CRAN. - Included functions to fit robust sparse VC models (with or without spike-and-slab priors).