Description Usage Arguments Value
This functions impelements an algorithm for group L2Boosting with a L1 loss function (median loss).
1 | L1GBoost(X, y, iter, n_per, weight_p)
|
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 |
A list with different components comparable to L2Boost
is returned.
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