erboost: Nonparametric Multiple Expectile Regression via ER-Boost

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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.

Author
Yi Yang <yiyang@umn.edu>, Hui Zou <hzou@stat.umn.edu>
Date of publication
2015-08-28 16:36:56
Maintainer
Yi Yang <yiyang@umn.edu>
License
GPL (>= 2)
Version
1.3

View on CRAN

Man pages

erboost
ER-Boost Expectile Regression Modeling
erboost.object
ER-Boost Expectile Regression Model Object
erboost.perf
erboost performance
plot.erboost
Marginal plots of fitted erboost objects
predict.erboost
Predict method for erboost Model Fits
relative.influence
Methods for estimating relative influence
summary.erboost
Summary of a erboost object

Files in this package

erboost
erboost/COPYING
erboost/src
erboost/src/tree.cpp
erboost/src/distribution.cpp
erboost/src/erboostentry.cpp
erboost/src/node_continuous.cpp
erboost/src/node.h
erboost/src/node_nonterminal.h
erboost/src/node_factory.cpp
erboost/src/node_search.cpp
erboost/src/expectile.h
erboost/src/erboost_engine.cpp
erboost/src/node.cpp
erboost/src/node_search.h
erboost/src/tree.h
erboost/src/erboost.h
erboost/src/erboost.cpp
erboost/src/node_categorical.h
erboost/src/node_factory.h
erboost/src/node_continuous.h
erboost/src/erboost_engine.h
erboost/src/dataset.h
erboost/src/dataset.cpp
erboost/src/node_categorical.cpp
erboost/src/node_terminal.h
erboost/src/node_nonterminal.cpp
erboost/src/node_terminal.cpp
erboost/src/distribution.h
erboost/src/expectile.cpp
erboost/src/matrix.h
erboost/src/buildinfo.h
erboost/NAMESPACE
erboost/R
erboost/R/erboost.R
erboost/MD5
erboost/DESCRIPTION
erboost/ChangeLog
erboost/man
erboost/man/predict.erboost.Rd
erboost/man/relative.influence.Rd
erboost/man/erboost.perf.Rd
erboost/man/summary.erboost.Rd
erboost/man/erboost.Rd
erboost/man/erboost.object.Rd
erboost/man/plot.erboost.Rd