For up-to-date version (which is recommended), please install from github. Windows user will need to install RTools first.
devtools::install_github('dmlc/xgboost',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.