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copulaboost

Fitting Additive Copula Regression Models for Binary Outcome Regression

v0.1.0 · Aug 23, 2022 · MIT + file LICENCE

Description

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.

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CRAN incoming feasibility

Maintainer: ‘Simon Boge Brant <simbrant91@gmail.com>’

The Description field contains
  via gradient boosting [Brant, Hobæk Haff (2022); <arXiv:2208.04669>].
Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.
NOTE r-devel-linux-x86_64-debian-gcc

CRAN incoming feasibility

Maintainer: ‘Simon Boge Brant <simbrant91@gmail.com>’

The Description field contains
  via gradient boosting [Brant, Hobæk Haff (2022); <arXiv:2208.04669>].
Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.
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OK r-oldrel-macos-x86_64

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OK r-oldrel-windows-x86_64

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OK r-patched-linux-x86_64

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OK r-release-linux-x86_64

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Check History

NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026
NOTE r-devel-linux-x86_64-debian-clang

CRAN incoming feasibility

Maintainer: ‘Simon Boge Brant <simbrant91@gmail.com>’

The Description field contains
  via gradient boosting [Brant, Hobæk Haff (2022); <arXiv:2208.04669>].
Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.
NOTE r-devel-linux-x86_64-debian-gcc

CRAN incoming feasibility

Maintainer: ‘Simon Boge Brant <simbrant91@gmail.com>’

The Description field contains
  via gradient boosting [Brant, Hobæk Haff (2022); <arXiv:2208.04669>].
Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.

Dependency Network

Dependencies Reverse dependencies rvinecopulib copulaboost

Version History

new 0.1.0 Mar 9, 2026