erboost (1.3)

Nonparametric Multiple Expectile Regression via ER-Boost.

http://cran.r-project.org/web/packages/erboost

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.

Maintainer: Yi Yang
Author(s): Yi Yang <yiyang@umn.edu>, Hui Zou <hzou@stat.umn.edu>

License: GPL (>= 2)

Uses: lattice

Released over 4 years ago.