erboost: Nonparametric Multiple Expectile Regression via ER-Boost
Version 1.3

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>
Date of publication2015-08-28 16:36:56
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")

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erboost documentation built on May 29, 2017, 12:14 p.m.