SelectBoost.quantile: 'SelectBoost'-Style Variable Selection for Quantile Regression
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.
| Version: | 0.3.1 |
| Imports: | graphics, movMF, quantreg, stats, utils, withr |
| Suggests: | knitr, pkgload, rmarkdown, testthat (≥ 3.0.0) |
| Published: | 2026-04-13 |
| DOI: | 10.32614/CRAN.package.SelectBoost.quantile (may not be active yet) |
| Author: | Frederic Bertrand 
[cre, aut] |
| Maintainer: | Frederic Bertrand <frederic.bertrand at lecnam.net> |
| BugReports: | https://github.com/fbertran/SelectBoost.quantile/issues |
| License: | GPL-3 |
| URL: | https://fbertran.github.io/SelectBoost.quantile/, https://github.com/fbertran/SelectBoost.quantile |
| NeedsCompilation: | no |
| Citation: | SelectBoost.quantile citation info |
| Materials: | NEWS |
| CRAN checks: | SelectBoost.quantile results |
Documentation:
| Reference manual: | SelectBoost.quantile.html , SelectBoost.quantile.pdf |
| Vignettes: |
Getting Started (source, R code) Validation Study (source, R code) |
Downloads:
| Package source: | SelectBoost.quantile_0.3.1.tar.gz |
| Windows binaries: | r-devel: not available, r-release: not available, r-oldrel: not available |
| macOS binaries: | r-release (arm64): not available, r-oldrel (arm64): not available, r-release (x86_64): SelectBoost.quantile_0.3.1.tgz, r-oldrel (x86_64): SelectBoost.quantile_0.3.1.tgz |
Linking:
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