emeryyi/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 <[email protected]>, Hui Zou <[email protected]>
Date of publication2015-08-27 03:00:00
MaintainerYi Yang <[email protected]>
LicenseGPL (>= 2)
Version1.3
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("devtools")
library(devtools)
install_github("emeryyi/erboost")
emeryyi/erboost documentation built on May 13, 2017, 5:11 p.m.