The presentation introduces two recent multiple-output quantile regression methods, generalizing quantile regression to the case of multivariate responses, and shows how they could be performed in R. The directional multiple-output quantile regression can be employed thanks to the presented new R package modQR. The elliptical multiple-output quantile regression can be transformed to a convex optimization problem and then solved with the aid of the solvers for semidefinite programming already available in R.
