SelectBoost.gamlss
Stability-Selection via Correlated Resampling for 'GAMLSS' Models
v0.2.2
·
Nov 25, 2025
·
GPL-3
Description
Extends the 'SelectBoost' approach to Generalized Additive Models for Location, Scale and Shape (GAMLSS). Implements bootstrap stability-selection across parameter-specific formulas (mu, sigma, nu, tau) via gamlss::stepGAIC(). Includes optional standardization of predictors and helper functions for corrected AIC calculation. More details can be found in Bertrand and Maumy (2024) <https://hal.science/hal-05352041> that highlights correlation-aware resampling to improve variable selection for GAMLSS and quantile regression when predictors are numerous and highly correlated.
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OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026
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0.2.2
Mar 9, 2026