boostmtree (Q32538)
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Boosted Multivariate Trees for Longitudinal Data
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | boostmtree |
Boosted Multivariate Trees for Longitudinal Data |
Statements
10 April 2026
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Implements Friedman's gradient descent boosting algorithm for modeling longitudinal response using multivariate tree base learners. Longitudinal response could be continuous, binary, nominal or ordinal. A time-covariate interaction effect is modeled using penalized B-splines (P-splines) with estimated adaptive smoothing parameter. Although the package is design for longitudinal data, it can handle cross-sectional data as well. Implementation details are provided in Pande et al. (2017), Mach Learn <doi:10.1007/s10994-016-5597-1>.
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