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erboost (version 1.2)

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

1.2

License

GPL (>= 2)

Maintainer

Yi Yang

Last Published

October 28th, 2013

Functions in erboost (1.2)

summary.erboost

Summary of a erboost object
erboost

ER-Boost Expectile Regression Modeling
plot.erboost

Marginal plots of fitted erboost objects
erboost.perf

erboost performance
relative.influence

Methods for estimating relative influence
predict.erboost

Predict method for erboost Model Fits
erboost.object

ER-Boost Expectile Regression Model Object