erboost: 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.

Version: 1.2
Depends: R (≥ 2.12.0), lattice, splines
Published: 2013-10-28
Author: Yi Yang, Hui Zou
Maintainer: Yi Yang <yiyang at>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
Materials: ChangeLog
CRAN checks: erboost results


Reference manual: erboost.pdf
Package source: erboost_1.2.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X Snow Leopard binaries: r-release: erboost_1.2.tgz, r-oldrel: erboost_1.2.tgz
OS X Mavericks binaries: r-release: erboost_1.2.tgz
Old sources: erboost archive