Package: boostrq 1.0.0
boostrq: Boosting Regression Quantiles
Boosting Regression Quantiles is a component-wise boosting algorithm, that embeds all boosting steps in the well-established framework of quantile regression. It is initialized with the corresponding quantile, uses a quantile-specific learning rate, and uses quantile regression as its base learner. The package implements this algorithm and allows cross-validation and stability selection.
Authors:
boostrq_1.0.0.tar.gz
boostrq_1.0.0.zip(r-4.5)boostrq_1.0.0.zip(r-4.4)boostrq_1.0.0.zip(r-4.3)
boostrq_1.0.0.tgz(r-4.5-any)boostrq_1.0.0.tgz(r-4.4-any)boostrq_1.0.0.tgz(r-4.3-any)
boostrq_1.0.0.tar.gz(r-4.5-noble)boostrq_1.0.0.tar.gz(r-4.4-noble)
boostrq_1.0.0.tgz(r-4.4-emscripten)boostrq_1.0.0.tgz(r-4.3-emscripten)
boostrq.pdf |boostrq.html✨
boostrq/json (API)
| # Install 'boostrq' in R: |
| install.packages('boostrq', repos = c('https://stefanlinner.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/stefanlinner/boostrq/issues
Last updated 1 years agofrom:f2d3480f8d. Checks:9 OK. Indexed: yes.
| Target | Result | Latest binary |
|---|---|---|
| Doc / Vignettes | OK | Mar 31 2025 |
| R-4.5-win | OK | Mar 31 2025 |
| R-4.5-mac | OK | Mar 31 2025 |
| R-4.5-linux | OK | Mar 31 2025 |
| R-4.4-win | OK | Mar 31 2025 |
| R-4.4-mac | OK | Mar 31 2025 |
| R-4.4-linux | OK | Mar 31 2025 |
| R-4.3-win | OK | Mar 31 2025 |
| R-4.3-mac | OK | Mar 31 2025 |
Dependencies:backportscheckmateFormulainumlatticelibcoinMASSMatrixMatrixModelsmboostmvtnormnnlspartykitquadprogquantregrpartSparseMstabssurvival
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Updating number of iterations | [.boostrq |
| Fitting a boosting regression quantiles model | boostrq |
| base learner for boosting linear regression quantiles | brq |
| estimated coefficients of boosting regression quantiles | coef.boostrq |
| Crossvalidation for boostrq | cvrisk.boostrq |
| fitted values of boosting regression quantiles | fitted.boostrq |
| Current number of iterations of boostrq | mstop.boostrq |
| Model predictions for boosting regression quantiles | predict.boostrq |
| printing boosting regression quantiles | print.boostrq |
| Print result summaries for a boostrq object | print.summary.boostrq |
| residuals of boosting regression quantiles | residuals.boostrq |
| Empirical Quantile Risk of boostrq Object | risk.boostrq |
| Extract indices of selected base learners | selected.boostrq |
| Stability Selection for boosting regression quantiles | stabsel.boostrq |
| Result summaries for a boostrq object | summary.boostrq |
| Update and Re-fit a boostrq model | update.boostrq |
