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I noticed that QuantileRegressions.jl does not support StatsBase 0.34. There's no CompatHelper PR since apparently the CompatHelper workflow was disabled due to inactivity; I assume, in addition to this PR it would be good to re-enable the workflow.
BTW it seems that the last commit on the master branch which added support for StatsModels 0.7 is not released yet, see #64 (comment). I guess it's OK to update both StatsBase and StatsModels compatibilities in a single release.