groupboost: Group Boosting

Description Usage Arguments Value

Description

This functions impelements an algorithm for group L2Boosting with a L1 loss function (median loss).

Usage

1
L1GBoost(X, y, iter, n_per, weight_p)

Arguments

X

matrix of regressor variables

y

depedent / repsonse variable

iter

nubmer of iterations

n_per

number of observations per unit (size of gropups)

weight_p

weight function

Value

A list with different components comparable to L2Boost is returned.


newboost documentation built on May 2, 2019, 5:17 p.m.