QuantReg.jl

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!