Weight the data and then call the chosen fitting algorithm.
rq.wfit(x, y, tau=0.5, weights, method="br", ...)the design matrix
the response variable
the quantile desired, if tau lies outside (0,1) the whole process is estimated.
weights used in the fitting
method of computation: "br" is Barrodale and Roberts exterior point "fn" is the Frisch-Newton interior point method.
Optional arguments passed to fitting routine.