Scikit wrapper for quantreg
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)