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SelectBoost.quantile

'SelectBoost'-Style Variable Selection for Quantile Regression

v0.3.1 · Apr 13, 2026 · GPL-3

Description

A 'SelectBoost'-inspired workflow for sparse quantile regression. The package builds correlation neighborhoods, perturbs correlated predictors with a directional sampler inspired by the original 'SelectBoost' internals, refits penalized quantile regression models on the perturbed designs, and aggregates variable-selection frequencies across a path of correlation thresholds.

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r-devel-linux-x86_64-debian-clang OK
r-devel-linux-x86_64-debian-gcc OK
r-devel-linux-x86_64-fedora-clang OK
r-devel-linux-x86_64-fedora-gcc OK
r-devel-windows-x86_64 OK
r-oldrel-macos-arm64 OK
r-oldrel-macos-x86_64 OK
r-oldrel-windows-x86_64 OK
r-patched-linux-x86_64 OK
r-release-linux-x86_64 OK
r-release-macos-arm64 OK
r-release-macos-x86_64 OK
r-release-windows-x86_64 OK

Check History

OK 5 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Apr 14, 2026

Dependency Network

Dependencies Reverse dependencies movMF quantreg withr SelectBoost.quantile

Version History

1 tracked
new 0.3.1 Apr 13, 2026