Just as an FYI - the statsmodels python package just released numerous new time series tools in version 0.11 rc1 [1] and also has functions for quantile regress

Just as an FYI - the statsmodels python package just released numerous new time series tools in version 0.11 rc1 [1] and also has functions for quantile regression [2] [1] https://github.com/statsmodels/statsmodels/releases https://github.com/statsmodels/statsmodels/releases [2] https://www.statsmodels.org/dev/examples/notebooks/generated/quantile_regression.html https://www.statsmodels.org/dev/examples/notebooks/generated...