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copulaboost: Fitting Additive Copula Regression Models for Binary Outcome Regression
Additive copula regression for regression problems with binary outcome via gradient boosting [Brant, Hobæk Haff (2022); <arXiv:2208.04669>]. The fitting process includes a specialised model selection algorithm for each component, where each component is found (by greedy optimisation) among all the D-vines with only Gaussian pair-copulas of a fixed dimension, as specified by the user. When the variables and structure have been selected, the algorithm then re-fits the component where the pair-copula distributions can be different from Gaussian, if specified.
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Package details |
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| Author | Simon Boge Brant [aut, cre] (<https://orcid.org/0000-0001-8049-7069>), Ingrid Hobæk Haff [aut] |
| Maintainer | Simon Boge Brant <simbrant91@gmail.com> |
| License | MIT + file LICENCE |
| Version | 0.1.0 |
| Package repository | View on CRAN |
| Installation |
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