erboost (Q5977710): Difference between revisions
From MaRDI portal
Removed claims |
Changed an Item |
||
| Property / depends on software | |||
| Property / depends on software: R / rank | |||
Normal rank | |||
| Property / depends on software: R / qualifier | |||
software version identifier: ≥ 2.12.0 | |||
| Property / programmed in | |||
| Property / programmed in: R / rank | |||
Normal rank | |||
Revision as of 13:58, 4 March 2024
Nonparametric Multiple Expectile Regression via ER-Boost
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | erboost |
Nonparametric Multiple Expectile Regression via ER-Boost |
Statements
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.
0 references
19 January 2024
0 references
