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.
Models and algorithms are described in ,
a hands-on tutorial is available from .
The package allows user-specified loss functions and base-learners.
Introductory Texts