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audrex: Automatic Dynamic Regression using Extreme Gradient Boosting

Dynamic regression for time series using Extreme Gradient Boosting with hyper-parameter tuning via Bayesian Optimization or Random Search.

Version:2.0.1
Depends:R (≥ 4.1)
Imports:rBayesianOptimization (≥ 1.2.0),xgboost (≥ 1.4.1.1),purrr (≥ 0.3.4),ggplot2 (≥ 3.3.5),readr (≥ 2.1.2),stringr (≥1.4.0),lubridate (≥ 1.7.10),narray (≥ 0.4.1.1),fANCOVA (≥0.6-1),imputeTS (≥ 3.2),scales (≥ 1.1.1),tictoc (≥1.0.1),modeest (≥ 2.4.0),moments (≥ 0.14),Metrics (≥0.1.4), parallel (≥ 4.1.1), utils (≥ 4.1.1), stats (≥ 4.1.1)
Published:2022-03-23
DOI:10.32614/CRAN.package.audrex
Author:Giancarlo Vercellino
Maintainer:Giancarlo Vercellino <giancarlo.vercellino at gmail.com>
License:GPL-3
URL:https://rpubs.com/giancarlo_vercellino/audrex
NeedsCompilation:no
Materials:NEWS
CRAN checks:audrex results

Documentation:

Reference manual:audrex.html ,audrex.pdf

Downloads:

Package source: audrex_2.0.1.tar.gz
Windows binaries: r-devel:audrex_2.0.1.zip, r-release:audrex_2.0.1.zip, r-oldrel:audrex_2.0.1.zip
macOS binaries: r-release (arm64):audrex_2.0.1.tgz, r-oldrel (arm64):audrex_2.0.1.tgz, r-release (x86_64):audrex_2.0.1.tgz, r-oldrel (x86_64):audrex_2.0.1.tgz
Old sources: audrex archive

Linking:

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