Who was able to create a Package with Mathematica 10.2 under Windows 10 ?

This is

In[8]:= $Version
Out[8]= "10.2.0 for Microsoft Windows (64-bit) (July 7, 2015)"

and

C:\Users\Bärbel>systeminfo

Hostname:                                   BAJAZZO
Betriebssystemname:                         Microsoft Windows 10 Home
Betriebssystemversion:                      10.0.10240 Nicht zutreffend Build 10240
Betriebssystemhersteller:                   Microsoft Corporation
Betriebssystemkonfiguration:                Eigenständige Arbeitsstation
Betriebssystem-Buildtyp:                    Multiprocessor Free

note this funny Nicht zutreffend in the Betriebssystemversion answer.

Let’s load a package written by Mr Antonov (see Directional quantile envelopes for reference and for ideas how to use it and for places to get it from)

Needs["QuantileRegression`", FileNameJoin[{NotebookDirectory[], "others", "antonov", "QuantileRegression.m"}]]

?QuantilePlot

QuantilePlot[list] generates a plot of quantiles of list against the quantiles of a normal distribution.
QuantilePlot[dist] generates a plot of quantiles of the distribution dist against the quantiles of a normal distribution.
QuantilePlot[data,rdata] generates a plot of the quantiles of data against the quantiles of rdata.
QuantilePlot[data,rdist] generates a plot of the quantiles of data against the quantiles of a symbolic distribution rdist.
QuantilePlot[{Subscript[data, 1],Subscript[data, 2],\[Ellipsis]},ref] generates a plot of quantiles of Subscript[data, i] against the quantiles of a reference distribution ref. >>

you find it in the appendix too.