All Tools Bookmark

Share

http://online-toolz.com/tools/r-package-details.php?p=erboost

Facebook Share Twitter Share

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.

erboost.pdf