copulaboost
0.1.0Fitting Additive Copula Regression Models for Binary Outcome Regression
Overview
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.
Install
Health
- NOTE r-devel-linux-x86_64-debian-clang
- NOTE r-devel-linux-x86_64-debian-gcc
- NOTE2026-03-1012 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
Documentation
- Examples that run
- 100%
- Documented parameters
- 100%
- Return-value docs
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- References docs
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Code & Tests
People & History
1 release. R releases are shown for context.
- RR 4.6.0 released · 2026-04-24
- 0.1.0Latest2026-03-10 · current release
- RR 4.5.0 released · 2025-04-11
Package metadata
- First published
- 2022-08-23
- Total releases
- 1 / 4 yrs
- License
- MIT + file LICENCE OSI
- Download size
- 16 KB
- Installed size
- not tracked yet
- With dependencies
- not tracked yet
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