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quantregRanger

Provides the quantile regression for the ranger package.

Installation (not on CRAN yet)

devtools::install_github("PhilippPro/quantregRanger")

Usage

Quickstart:

library(quantregRanger)
y = rnorm(150)
x = cbind(y + rnorm(150), rnorm(150))
data = data.frame(x,y)
mod = quantregRanger(y ~ ., data = data, params.ranger = list(mtry = 2))
predict(mod, data = data[1:5, ], quantiles = c(0.1, 0.5, 0.9))

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.