Package: copulaboost 0.1.0
Simon Boge Brant
copulaboost: Fitting Additive Copula Regression Models for Binary Outcome Regression
Additive copula regression for regression problems with binary outcome via gradient boosting [Brant, Hobæk Haff (2022); <arxiv:2208.04669>]. The fitting process includes a specialised model selection algorithm for each component, where each component is found (by greedy optimisation) among all the D-vines with only Gaussian pair-copulas of a fixed dimension, as specified by the user. When the variables and structure have been selected, the algorithm then re-fits the component where the pair-copula distributions can be different from Gaussian, if specified.
Authors:
copulaboost_0.1.0.tar.gz
copulaboost_0.1.0.tar.gz(r-4.5-noble)copulaboost_0.1.0.tar.gz(r-4.4-noble)
copulaboost_0.1.0.tgz(r-4.4-emscripten)copulaboost_0.1.0.tgz(r-4.3-emscripten)
copulaboost.pdf |copulaboost.html✨
copulaboost/json (API)
| # Install 'copulaboost' in R: |
| install.packages('copulaboost', repos = 'https://cloud.r-project.org') |
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 3 years agofrom:f23f46a2b4. Checks:3 OK. Indexed: yes.
| Target | Result | Latest binary |
|---|---|---|
| Doc / Vignettes | OK | Mar 17 2025 |
| R-4.5-linux | OK | Mar 17 2025 |
| R-4.4-linux | OK | Mar 17 2025 |
Exports:copulaboostcopulareg
Dependencies:assertthatBHkde1dlatticerandtoolboxRcppRcppEigenRcppThreadrngWELLrvinecopulibwdm
Citation
To cite package ‘copulaboost’ in publications use:
Brant S, Hobæk Haff I (2022). copulaboost: Fitting Additive Copula Regression Models for Binary Outcome Regression. R package version 0.1.0, https://CRAN.R-project.org/package=copulaboost.
Corresponding BibTeX entry:
@Manual{,
title = {copulaboost: Fitting Additive Copula Regression Models for
Binary Outcome Regression},
author = {Simon Boge Brant and Ingrid {Hobæk Haff}},
year = {2022},
note = {R package version 0.1.0},
url = {https://CRAN.R-project.org/package=copulaboost},
}
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| copulaboost | copulaboost |
| copulareg | copulareg |
| predict.copulaboost | predict.copulaboost |
| predict.copulareg | predict.copulareg |