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:Simon Boge Brant [aut, cre], Ingrid Hobæk Haff [aut]

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)

Peer review:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

2 exports 0.00 score 11 dependencies 229 downloads

Last updated 2 years agofrom:f23f46a2b4. Checks:OK: 2. Indexed: yes.

Exports:copulaboostcopulareg

Dependencies:assertthatBHkde1dlatticerandtoolboxRcppRcppEigenRcppThreadrngWELLrvinecopulibwdm