erboost (1.3)

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.

Maintainer: Yi Yang
Author(s): Yi Yang <>, Hui Zou <>

License: GPL (>= 2)

Uses: lattice

Released over 4 years ago.