specifying quantile

[amoreirapass]

Hi!

I was wondering if there is a way of specifying the quantile of interest (95%, 5%, or any other...) to be used in the quantile regression code as an input variable. Also, currently, what is the equivalent default quantile?
Maybe I am seeing it wrong, because according to the specifications, you are using the Iteratively reweighted least squares, which may have a different loss function formulation.

Many thanks.

[sdpython]

The default quantile is actually 50%. I'll looking into a way to specify it.

[sdpython]

I released the package on pypi.

https://pypi.org/project/mlinsights/

Xavier

[amoreirapass]

Thank you, Xavier.