This is my conclusion: If one creates packages via file->new->Package (.wl) everything runs smoothly. What one obviously should not do: making a package file from a note book by changing the file extension from ".nb" to ".m". The files from Udo convinced me that it were not missing or set semicolons which spoiled my package files. Thanks again !

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.

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