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.

Getting started

Package details

AuthorYi Yang <yiyang@umn.edu>, Hui Zou <hzou@stat.umn.edu>
MaintainerYi Yang <yiyang@umn.edu>
LicenseGPL (>= 2)
Version1.3
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("erboost")

Try the erboost package in your browser

Any scripts or data that you put into this service are public.

erboost documentation built on May 1, 2019, 9:22 p.m.