erboost: Nonparametric Multiple Expectile Regression via ER-Boost
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.
Version: |
1.3 |
Depends: |
R (≥ 2.12.0), lattice, splines |
Published: |
2015-08-28 |
Author: |
Yi Yang, Hui Zou |
Maintainer: |
Yi Yang <yiyang at umn.edu> |
License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
NeedsCompilation: |
yes |
Materials: |
ChangeLog |
CRAN checks: |
erboost results |
Documentation:
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