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Description

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, 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.
Metadata

Version

1.4

License

Unknown

Platforms (75)

    Darwin
    FreeBSD
    Genode
    GHCJS
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    MMIXware
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    none
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