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.

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Package details

AuthorYi Yang [aut, cre] (, Hui Zou [aut] (, Greg Ridgeway [ctb, cph]
MaintainerYi Yang <>
Package repositoryView on CRAN
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erboost documentation built on May 29, 2024, 8:47 a.m.