Markov Chain Marginal Bootstrap for Quantile Regression Markov Chain Marginal Bootstrap for Quantile Regression. A resampling method for inference in quantile regression. Suitable for modest to large data sets. Software Depends: quantreg Maria Kocherginsky <mkocherg@uchicago.edu> Maria Kocherginsky <mkocherg@uchicago.edu>, Xuming He <x-he@uiuc.edu> GPL 2009-02-25 application/tgz http://CRAN.R-project.org/package=rqmcmb2