Provides the quantile regression for the ranger package. There is now also a possibility for quantile regression directly in the ranger package which I can recommend to use.
install.packages("quantregRanger")
devtools::install_github("PhilippPro/quantregRanger")
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))
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