README.md

In SvenKlaassen/qboost: Quantile Boosting for High-Dimensions

qboost - Quantile Boosting

The R package qboost provides an implementation of boosting with the smoothed check loss function.

TODO: Add Article from arXiv

Documentation and Maintenance

Documentation of functions in R: Documentation

qboost is currently maintained by @SvenKlaassen.

Installation

To install development version from GitHub, run the following commands:

# install.packages("devtools")
remotes::install_github("SvenKlaassen/qboost")

References

• He, Xuming, et al. “Smoothed quantile regression with large-scale inference.” arXiv preprint arXiv:2012.05187 (2020). Paper

• Belloni, Alexandre, and Victor Chernozhukov. “ℓ1-penalized quantile regression in high-dimensional sparse models.” The Annals of Statistics 39.1 (2011): 82-130. Paper

• Fernandes, Marcelo, Emmanuel Guerre, and Eduardo Horta. “Smoothing quantile regressions.” Journal of Business & Economic Statistics 39.1 (2021): 338-357. Paper

SvenKlaassen/qboost documentation built on Nov. 8, 2022, 12:13 p.m.