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 <>, Hui Zou <>
MaintainerYi Yang <>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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erboost documentation built on May 1, 2019, 9:22 p.m.