Implementations
Statistical software packages, such as R, Eviews (ver. 6), Stata (via qreg), gretl, SAS through proc quantreg (ver. 9.2), and RATS include implementations of quantile regression. Several R packages implement quantile regression using different methods: quantreg package by Roger Koenker, gbm, and quantregForest.
Read more about this topic: Quantile Regression