qreg: Quantile Regression
In abnormally-distributed/cvreg: Cross Validation and Robust Estimation Utilities

A simple point estimator for quantile regression. Standard errors are returned, calculated under the i.i.d. assumption, however, I recommend validating any constructed confidence intervals using the qreg.boot function to obtain bias corrected and accelerated bootstrap confidence intervals.

1	qreg(formula, data, q = c(0.2, 0.5, 0.8), hd = F)

`formula`	model formula
`data`	data frame
`q`	a number corresponding to the quantile of interest (i.e, 0.50 for the median), or a vector of values between 0 and 1 indicating the desired quantiles.
`hd`	if TRUE the Harrell-Davis quantile estimates are modeled.