erboost
Nonparametric Multiple Expectile Regression via ER-Boost
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, proposed by Yang, Y., Qian, W. and Zou, H. (2018) <doi:10.1080/00949655.2013.876024>. The code is based on the 'gbm' package originally developed by Greg Ridgeway.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.5 |
rolling linux/jammy R-4.5 | erboost_1.5.tar.gz |
111.6 KiB |
1.5 |
rolling linux/noble R-4.5 | erboost_1.5.tar.gz |
112.0 KiB |
1.5 |
rolling source/ R- | erboost_1.5.tar.gz |
46.2 KiB |
1.5 |
latest linux/jammy R-4.5 | erboost_1.5.tar.gz |
111.6 KiB |
1.5 |
latest linux/noble R-4.5 | erboost_1.5.tar.gz |
112.0 KiB |
1.5 |
latest source/ R- | erboost_1.5.tar.gz |
46.2 KiB |
1.5 |
2026-04-26 source/ R- | erboost_1.5.tar.gz |
46.2 KiB |
1.5 |
2026-04-23 source/ R- | erboost_1.5.tar.gz |
46.2 KiB |
1.5 |
2026-04-09 windows/windows R-4.5 | erboost_1.5.zip |
175.4 KiB |
1.5 |
2025-04-20 source/ R- | erboost_1.5.tar.gz |
46.2 KiB |