R package for xgboost

Installation

We are on CRAN now. For stable/pre-compiled(for Windows and OS X) version, please install from CRAN:

install.packages('xgboost')

For up-to-date version, please install from github. Windows user will need to install RTools first.

devtools::install_github('dmlc/xgboost',subdir='R-package')

Examples

• Please visit walk through example.
• See also the example scripts for Kaggle Higgs Challenge, including speedtest script on this dataset and the one related to Otto challenge, including a RMarkdown documentation.

Notes

If you face an issue installing the package using devtools::install_github, something like this (even after updating libxml and RCurl as lot of forums say) -

devtools::install_github('dmlc/xgboost',subdir='R-package')
Downloading github repo dmlc/xgboost@master
Error in function (type, msg, asError = TRUE)  :
  Peer certificate cannot be authenticated with given CA certificates

To get around this you can build the package locally as mentioned here -

1. Clone the current repository and set your workspace to xgboost/R-package/
2. Run R CMD INSTALL --build . in terminal to get the tarball.
3. Run install.packages('path_to_the_tarball',repo=NULL) in R to install.