Nonparametric 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
- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK14 OK2026-03-10
Documentation
- Help pages
- 7
- Examples that run
- 100%1 run in a plain check
- Exported functions with examples
- 14%
- Documented parameters
- not tracked
- Return-value docs
- not tracked
- Help pages citing references
- 71%
Downloads
Dependencies
Installing erboost adds no packages beyond those that come with R.
Code & Tests
People & History
Pick two releases to compare their code metrics.
- RR 4.6.0 released · 2026-04-24
- RR 4.5.0 released · 2025-04-11
- unarchivedReturned to CRAN2025-03-25
- 1.5Latest
- 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
- 2013-10-13
- Total releases
- 6 / 13 yrs
- License
- GPL-3 OSI
- Minimum R
- ≥ 2.12.0
- Download size
- 46 KB
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