A computing device computes a plurality of quantile regression solvers for a dataset at a plurality of quantile levels. Each observation vector includes an explanatory vector of a plurality of explanatory variable values and a response variable value. The read dataset is recursively divided into subsets of the plurality of observation vectors, a lower counterweight vector and an upper counterweight vector are computed for each of the subsets, and a quantile regression solver is fit to each of the subsets using the associated, computed lower counterweight vector and the associated, computed upper counterweight vector to describe a quantile function of the response variable values for a selected quantile level of the identified plurality of quantile level values. For each selected quantile level, a parameter estimate vector and a dual solution vector that describe the quantile function are output in association with the selected quantile level.
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