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:

Reference manual: erboost.pdf

Downloads:

Package source: erboost_1.3.tar.gz
Windows binaries: r-devel: erboost_1.3.zip, r-release: erboost_1.3.zip, r-oldrel: erboost_1.3.zip
macOS binaries: r-release (arm64): erboost_1.3.tgz, r-oldrel (arm64): erboost_1.3.tgz, r-release (x86_64): erboost_1.3.tgz, r-oldrel (x86_64): erboost_1.3.tgz
Old sources: erboost archive

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