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erboost

swMATH ID: 26258
Software Authors: Yi Yang, Hui Zou
Description: R package 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.
Homepage: https://cran.r-project.org/web/packages/erboost/index.html
Source Code:  https://github.com/cran/erboost
Dependencies: R
Related Software: Expectreg; R; glmnet; CAViaR; AdaBoost.MH; FreeSurfer; CBRAIN; hidetify; GitHub; KernSmooth; QICD; KERE; KLERC; Ecdat; quadprog; gbm; lattice; SALES; LASSO; GURLS
Cited in: 11 Publications

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