erboost: Nonparametric Multiple Expectile Regression via ER-Boost (original) (raw)
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: | 1.5 |
|---|---|
| Depends: | R (≥ 2.12.0), lattice, splines |
| Published: | 2025-03-25 |
| 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: | |
| CRAN checks: | erboost results |
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