An implementation of quantile regression for Julia modeled after the R quantreg package.
Author fogarty-ben
3 Stars
Updated Last
1 Year Ago
Started In
March 2020


Build Status

Dev Docs Stable Docs

This package provides types and functions for specifying, fitting, and computing inference for quantile regression models. This package was modeled after and employs FORTRAN libraries from the R package quantreg, authored by Roger Koenker. Currently, the package implements many of the abstractions for statistical models from StatsBase.jl and requires tabular data in the form of a DataFrame.

Contributions to this package that incorporate more features from the R quantreg package, add new features, or refine existing features are welcomed and encouraged on the project's GitHub. Please feel free to open an issue or pull request!