I have the following problem: I would like to do a nonparametric quatile regression. Thus far I have used the quantreg package and done a local quadratic, but it does not seem to work well. Alternatively, I have tried with an older S version I have the function rreg, and used rreg(datax,datay,method=function(u) {(abs(u)+(2*alpha-1)*u)},iter=100) which gave me pretty acceptable results. What I would like to do now is to have a similar command in R, but with the functions rlm and lqs I do not seem to be able to get somewhere. Can anybody help? I found in the archive under Message-ID: <Pine.GSO.4.31.0101311456130.4395-100000 at toucan.stats> a reply from Brian Ripley on a similar question, but was not able to download the experimental file from his website... Thanks Stefan