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erboost: Nonparametric Multiple Expectile Regression via ER-Boost
Expectile regression is a nice tool for estimating the conditional expectiles of a response variable given a set of covariates. This package implements a regression tree based gradient boosting estimator for nonparametric multiple expectile regression, proposed by Yang, Y., Qian, W. and Zou, H. (2018) <doi:10.1080/00949655.2013.876024>. The code is based on the 'gbm' package originally developed by Greg Ridgeway.
Getting started
Browse package contents
Package details |
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| Author | Yi Yang [aut, cre] (http://www.math.mcgill.ca/yyang/), Hui Zou [aut] (http://users.stat.umn.edu/~zouxx019/), Greg Ridgeway [ctb, cph] |
| Maintainer | Yi Yang <yi.yang6@mcgill.ca> |
| License | GPL-3 |
| Version | 1.5 |
| Package repository | View on CRAN |
| Installation |
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