mboost: Model-Based Boosting

An add-on package to the R system for statistical computing distributed under the GPL-2 License at the Comprehensive R Archive Network

Description

Functional gradient descent algorithm (boosting) for optimizing general risk functions utilizing component-wise (penalised) least squares estimates or regression trees as base-learners for fitting generalized linear, additive and interaction models to potentially high-dimensional data.

Introductory Texts