Description Usage Arguments Value Author(s) References See Also

Estimates the optimal number of boosting iterations for a `erboost`

object and
optionally plots various performance measures

1 2 3 4 5 | ```
erboost.perf(object,
plot.it = TRUE,
oobag.curve = FALSE,
overlay = TRUE,
method)
``` |

`object` |
a |

`plot.it` |
an indicator of whether or not to plot the performance measures.
Setting |

`oobag.curve` |
indicates whether to plot the out-of-bag performance measures in a second plot. |

`overlay` |
if TRUE and oobag.curve=TRUE then a right y-axis is added to the training and test error plot and the estimated cumulative improvement in the loss function is plotted versus the iteration number. |

`method` |
indicate the method used to estimate the optimal number
of boosting iterations. |

`erboost.perf`

returns the estimated optimal number of iterations. The method
of computation depends on the `method`

argument.

Yi Yang [email protected] and Hui Zou [email protected]

Yang, Y. and Zou, H. (2015), “Nonparametric Multiple Expectile Regression via ER-Boost,” *Journal of Statistical Computation and Simulation*, 84(1), 84-95.

G. Ridgeway (1999). “The state of boosting,” *Computing Science and
Statistics* 31:172-181.

https://cran.r-project.org/package=gbm

emeryyi/erboost documentation built on May 13, 2017, 5:11 p.m.

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