For up-to-date version(which is recommended), please install from github. Windows user will need to install RTools first.
require(devtools)
install_github('xgboost','tqchen',subdir='R-package')For stable version on CRAN, please run
install.packages('xgboost')- Please visit walk through example.
- See also the example scripts for Kaggle Higgs Challenge, including speedtest script on this dataset.