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 |
| Reference manual: | erboost.pdf |
| 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: erboost_1.3.tgz, r-oldrel: erboost_1.3.tgz |
| Old sources: | erboost archive |
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