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.

AuthorYi Yang <yiyang@umn.edu>, Hui Zou <hzou@stat.umn.edu>
Date of publication2015-08-28 16:36:56
MaintainerYi Yang <yiyang@umn.edu>
LicenseGPL (>= 2)
Version1.3

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Files

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

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

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