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-4.7)boostrq_1.0.0.zip(r-4.6)boostrq_1.0.0.zip(r-4.5)
boostrq_1.0.0.tgz(r-4.6-any)boostrq_1.0.0.tgz(r-4.5-any)
boostrq_1.0.0.tar.gz(r-4.7-any)boostrq_1.0.0.tar.gz(r-4.6-any)
boostrq_1.0.0.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
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 from:f2d3480f8d. Checks:9 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-x86_64 | OK | 129 | ||
| source / vignettes | OK | 266 | ||
| linux-release-x86_64 | OK | 125 | ||
| macos-release-arm64 | OK | 203 | ||
| macos-oldrel-arm64 | OK | 152 | ||
| windows-devel | OK | 92 | ||
| windows-release | OK | 93 | ||
| windows-oldrel | OK | 92 | ||
| wasm-release | OK | 93 |
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 |
