Boosting additive models using component-wise P-Splines
Computational Statistics & Data Analysis
Nonparametric estimation of the link function including variable selection
Statistics and Computing
Model-based boosting in R: a hands-on tutorial using the R package mboost
Computational Statistics
| Hi-index | 0.00 |
We describe version 2.0 of the R add-on package mboost. The package implements boosting for optimizing general risk functions using component-wise (penalized) least squares estimates or regression trees as base-learners for fitting generalized linear, additive and interaction models to potentially high-dimensional data.