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Scikit wrapper for quantreg

Scikit wrapper for quantreg

Installation / Usage

To install use pip:

$ pip install skquantreg

Or clone the repo:

    $ git clone https://github.com/Marco-Santoni/skquantreg.git
    $ python setup.py install

Usage:

from skquantreg import QuantileRegressor
import numpy as np


X = np.random.rand(10,2)
y = np.random.rand(10)
X_test = np.random.rand(5,2)

model = QuantileRegressor(q=0.5)
model.fit(X, y)
model.predict(X_test)

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A scikit-wrapper for statsmodel's quantreg

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