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engression (version 0.1.5)

Engression Modelling

Description

Fits engression models for nonlinear distributional regression. Predictors and targets can be univariate or multivariate. Functionality includes estimation of conditional mean, estimation of conditional quantiles, or sampling from the fitted distribution. Training is done full-batch on CPU (the python version offers GPU-accelerated stochastic gradient descent). Based on "Engression: Extrapolation through the lens of distributional regression" by Xinwei Shen and Nicolai Meinshausen (2024) in JRSSB. Also supports classification (experimental). .

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Install

install.packages('engression')

Monthly Downloads

270

Version

0.1.5

License

MIT + file LICENSE

Issues

0

Pull Requests

0

Stars

42

Forks

8

Maintainer

Nicolai Meinshausen

Last Published

January 8th, 2026

Functions in engression (0.1.5)

energylossbeta

Energy Loss Calculation with Beta Scaling
print.engression

Print an Engression Model Object
predict.engression

Prediction Function for Engression Models
engression

Engression Function
energyloss

Energy Loss Calculation
engressionfit

Engression Fit Function
dftomat

Convert Data Frame to Numeric Matrix
energylossall

Energy Loss Calculation (Extended Output)