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.


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install.packages("erboost")

1.3 by Yi Yang, 5 years ago


Browse source code at https://github.com/cran/erboost


Authors: Yi Yang <[email protected]> , Hui Zou <[email protected]>


Documentation:   PDF Manual  


GPL (>= 2) license


Depends on lattice, splines


See at CRAN