Fits Weighted Quantile Sum (WQS) regression (Carrico et al. (2014) <doi:10.1007/s13253-014-0180-3>), a random subset implementation of WQS (Curtin et al. (2019) <doi:10.1080/03610918.2019.1577971>) and a repeated holdout validation WQS (Tanner et al. (2019) <doi:10.1016/j.mex.2019.11.008>) for continuous, binomial, multinomial, Poisson, quasi-Poisson and negative binomial outcomes.