erboost
1.5Nonparametric Multiple Expectile Regression via ER-Boost
Overview
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.
Install
Health
- OK2026-08-0513 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- NOTE2026-08-0112 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- OK2026-03-1014 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
Documentation
- Examples that run
- 100%
- Documented parameters
- not tracked
- Return-value docs
- not tracked
- References docs
- 71%
Downloads
Dependencies
Nothing depends on this yet.
Code & Tests
People & History
6 releases. Pick two to compare their code metrics. R releases are shown for context.
- RR 4.6.0 released · 2026-04-24
- RR 4.5.0 released · 2025-04-11
- 1.5Latest
- unarchivedReturned to CRAN2025-03-25
- archivedRemoved from CRAN2024-11-11issues were not corrected despite reminders
- RR 4.4.0 released · 2024-04-24
- 1.42024-01-19 · diff ↗
- RR 4.3.0 released · 2023-04-21
- removedRemoved from CRAN2022-08-11misrepresentation of authorship and copyright ownership, and email to the maintainer is undeliverable Back on CRAN on 2024-01-19
- RR 4.2.0 released · 2022-04-22
- RR 4.1.0 released · 2021-05-18
- RR 4.0.0 released · 2020-04-24
- RR 3.6.0 released · 2019-04-26
- RR 3.5.0 released · 2018-04-23
- RR 3.4.0 released · 2017-04-21
- RR 3.3.0 released · 2016-05-03
Package metadata
- First published
- 2024-01-19
- Total releases
- 6 / 2 yrs
- License
- GPL-3 OSI
- Minimum R
- ≥ 2.12.0
- Download size
- 46 KB
- Installed size
- not tracked yet
- With dependencies
- not tracked yet
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