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erboost (version 1.5)

Nonparametric Multiple Expectile Regression via ER-Boost

Description

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) . The code is based on the 'gbm' package originally developed by Greg Ridgeway.

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Install

install.packages('erboost')

Monthly Downloads

106

Version

1.5

License

GPL-3

Maintainer

Yi Yang

Last Published

March 25th, 2025