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Tobit with yl and yu varied by observations

Open kota7 opened this issue 3 years ago • 1 comments

Thanks for this repo! I wonder if it is possible to extend the BoostingRegressor to work with the data where censoring points yl, yu are varied by observations.

kota7 avatar Jul 27 '21 03:07 kota7

Thank you for using KTBoost!

Yes, this is possible. You basically have to add the option to use arrays instead of numbers for yl and yu in the TobitLossFunction. I currently don't have time to work on this. Contributions are welcome.

fabsig avatar Jul 27 '21 14:07 fabsig