This package provides a fast gradient boosting machine covering four task types with one interface: regression (squared error), binary and multiclass classification (logistic and one-vs-rest), and right-censored survival analysis via Cox (Breslow ties), accelerated failure time (normal location-scale), or piecewise-exponential objectives, and competing risks via Fine-Gray subdistribution hazards, cause-specific hazards, or coupled cause-specific hazards, following CoxBoost (Binder et al. 2009) <doi:10.1093/bioinformatics/btp088>. Provides native missing-value routing, baseline-hazard estimation and survival-probability prediction for the survival objectives, and deterministic multi-threaded training via RcppParallel'. Methods are described in Friedman (2001) <doi:10.1214/aos/1013203451>.