quantregRanger

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.

Installation

install.packages("quantregRanger")
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))