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copulaboost

Fitting Additive Copula Regression Models for Binary Outcome Regression

Additive copula regression for regression problems with binary outcome via gradient boosting [Brant, Hobæk Haff (2022); <arXiv:2208.04669>]. The fitting process includes a specialised model selection algorithm for each component, where each component is found (by greedy optimisation) among all the D-vines with only Gaussian pair-copulas of a fixed dimension, as specified by the user. When the variables and structure have been selected, the algorithm then re-fits the component where the pair-copula distributions can be different from Gaussian, if specified.

Versions across snapshots

VersionRepositoryFileSize
0.1.0 rolling linux/jammy R-4.5 copulaboost_0.1.0.tar.gz 82.2 KiB
0.1.0 rolling linux/noble R-4.5 copulaboost_0.1.0.tar.gz 82.2 KiB
0.1.0 rolling source/ R- copulaboost_0.1.0.tar.gz 16.4 KiB
0.1.0 latest linux/jammy R-4.5 copulaboost_0.1.0.tar.gz 82.2 KiB
0.1.0 latest linux/noble R-4.5 copulaboost_0.1.0.tar.gz 82.2 KiB
0.1.0 latest source/ R- copulaboost_0.1.0.tar.gz 16.4 KiB
0.1.0 2026-04-26 source/ R- copulaboost_0.1.0.tar.gz 16.4 KiB
0.1.0 2026-04-23 source/ R- copulaboost_0.1.0.tar.gz 16.4 KiB
0.1.0 2026-04-09 windows/windows R-4.5 copulaboost_0.1.0.zip 85.0 KiB
0.1.0 2025-04-20 source/ R- copulaboost_0.1.0.tar.gz 16.4 KiB

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