- For R users, I recommend starting with Installation and use in R and Basic use.
- Only a few tutorials are provided for R. For more tutorials and examples, see Julia tutorials and Julia examples, using the guidelines in Installation and use in R to adapt the code to R.
- Installation and use in R
- Basic use (main options, cv, savings and loading results, variable importance and more post-estimation analysis)
- Time series and panels (Data Frames, time series and panels/longitudinal data, with various options for cv)
- Categorical features (how HTBoost handles categorical features; comparison with LightGBM and CatBoost)