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erboost (version 1.0)

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.

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Version

Install

install.packages('erboost')

Monthly Downloads

118

Version

1.0

License

GPL (>= 2)

Maintainer

Yi Yang

Last Published

October 13th, 2013

Functions in erboost (1.0)

plot.erboost

Marginal plots of fitted erboost objects
summary.erboost

Summary of a erboost object
interact.erboost

Estimate the strength of interaction effects
erboost.perf

erboost performance
shrink.erboost

L1 shrinkage of the predictor variables in a erboost
erboost

ER-Boost Expectile Regression Modeling
shrink.erboost.pred

Predictions from a shrunked erboost
erboost.object

ER-Boost Expectile Regression Model Object
predict.erboost

Predict method for erboost Model Fits
relative.influence

Methods for estimating relative influence