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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, proposed by Yang, Y., Qian, W. and Zou, H. (2018) <doi:10.1080/00949655.2013.876024>. The code is based on the 'gbm' package originally developed by Greg Ridgeway.
Version: | 1.4 |
Depends: | R (≥ 2.12.0), lattice, splines |
Published: | 2024-01-19 |
DOI: | 10.32614/CRAN.package.erboost |
Author: | Yi Yang [aut, cre] (http://www.math.mcgill.ca/yyang/), Hui Zou [aut] (http://users.stat.umn.edu/~zouxx019/), Greg Ridgeway [ctb, cph] |
Maintainer: | Yi Yang <yi.yang6 at mcgill.ca> |
License: | GPL-3 |
NeedsCompilation: | yes |
Materials: | ChangeLog |
CRAN checks: | erboost results |
Reference manual: | erboost.pdf |
Package source: | erboost_1.4.tar.gz |
Windows binaries: | r-devel: erboost_1.4.zip, r-release: erboost_1.4.zip, r-oldrel: erboost_1.4.zip |
macOS binaries: | r-release (arm64): erboost_1.4.tgz, r-oldrel (arm64): erboost_1.4.tgz, r-release (x86_64): erboost_1.4.tgz, r-oldrel (x86_64): erboost_1.4.tgz |
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These binaries (installable software) and packages are in development.
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