Iteratively Reweighted Boosting for Robust Analysis
Overview
Fit a predictive model using iteratively reweighted boosting (IRBoost) to minimize robust loss functions within the CC-family (concave-convex). This constitutes an application of iteratively reweighted convex optimization (IRCO), where convex optimization is performed using the functional descent boosting algorithm. IRBoost assigns weights to facilitate outlier identification. Applications include robust generalized linear models and robust accelerated failure time models. Wang (2025) doi:10.6339/24-JDS1138.
Install
Health
- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK14 OK2026-03-10
Documentation
- Help pages
- 4
- Examples that run
- 25%1 run in a plain check · 1 only when donttest examples are enabled (R CMD check --as-cran) · 2 never run
- Exported functions with examples
- 100%
- Documented parameters
- 100%
- Return-value docs
- 100%
- Help pages citing references
- 100%
Downloads
Dependencies
Installing irboost adds 16 packages (10 with compiled code, 23 MB of source tarballs). Heaviest: data.table 5.7 MB, pscl 2.9 MB, glmnet 2.7 MB.
Code & Tests
People & History
Package metadata
- First published
- 2022-02-16
- Total releases
- 6 / 4 yrs
- License
- GPL (>= 3) OSI
- Minimum R
- ≥ 3.5.0
- Download size
- 1.6 MB
Cite
Cite this package
Run in R for the authors' preferred citation:
citation("irboost")The package provides a citation file that builds its entry when R runs it. Run citation() to see it.
Cite the R Observatory
For a number measured here: a download total, a coverage figure, an archival date.
From data release v2026-10-21, which the citation names so these numbers can be found later. More on citing and the projects behind them.