emeryyi/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.
Getting started
Browse package contents
Package details |
|
|---|---|
| Author | Yi Yang <yiyang@umn.edu>, Hui Zou <hzou@stat.umn.edu> |
| Maintainer | Yi Yang <yiyang@umn.edu> |
| License | GPL (>= 2) |
| Version | 1.3 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
|
