gpboost

Combining Tree-Boosting with Gaussian Process and Mixed Effects Models

CRAN Package

An R package that allows for combining tree-boosting with Gaussian process and mixed effects models. It also allows for independently doing tree-boosting as well as inference and prediction for Gaussian process and mixed effects models. See for more information on the software and Sigrist (2022, JMLR) and Sigrist (2023, TPAMI) for more information on the methodology.

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  • Depends2 packages
  • Imports4 packages
  • Suggests1 package