This repository is a Spyder program that allows to run, and test non asymptotic inference for quantile regression.
To run and compute non asymptotic quantile regression, you just have to use the function Final_Regression(), which uses the packages stats models and numpy.
To understand the theory, use the article (in French) we wrote below.
For any question, or translation of our article, send an email to antandre.martin@gmail.com.