该函数展示了如何在MATLAB中进行分位数回归。输入包括数据x和y、要计算的分位数tau、多项式阶数order以及用于统计推断的bootstrap迭代次数Nboot。函数返回拟合参数p和统计信息stats，包含标准误差、bootstrapped多项式系数和95%置信区间。示例代码展示了一个二阶分位数回归并绘制了结果。
function [p,stats]=quantreg(x,y,tau,order,Nboot)
% Quantile Regression
%
% USAGE: [p,stats]=quantreg(x,y,tau[,order,nboot]);
%
% INPUTS:
% x,y: data that is fitted. (x and y should be columns)
% Note: that if x is a matrix with several columns then multiple
% linear regression is used and the "order" argument is not used.
% tau: quantile used in regression.
% order: polynomial order. (default=1)
% (negative orders are interpreted as zero intercept)
% nboot: number of bootstrap surrogates used in statistical inference.(default=200)
%
% stats is a structure with the following fields:
% .pse: standard error on p. (not independent)
% .pboot: the bootstrapped polynomial coefficients.
% .yfitci: 95% confidence interval on "polyval
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