Package: SelectBoost.quantile 0.3.1

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.

Authors:Frederic Bertrand [cre, aut]

SelectBoost.quantile_0.3.1.tar.gz
SelectBoost.quantile_0.3.1.zip(r-4.7)SelectBoost.quantile_0.3.1.zip(r-4.6)SelectBoost.quantile_0.3.1.zip(r-4.5)
SelectBoost.quantile_0.3.1.tgz(r-4.6-any)SelectBoost.quantile_0.3.1.tgz(r-4.5-any)
SelectBoost.quantile_0.3.1.tar.gz(r-4.7-any)SelectBoost.quantile_0.3.1.tar.gz(r-4.6-any)
SelectBoost.quantile_0.3.1.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
SelectBoost.quantile/json (API)
NEWS

# Install 'SelectBoost.quantile' in R:
install.packages('SelectBoost.quantile', repos = c('https://fbertran.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/fbertran/selectboost.quantile/issues

Pkgdown/docs site:https://fbertran.github.io

On CRAN:

Conda:

4.60 score 1 stars 7 scripts 501 downloads 9 exports 13 dependencies

Last updated from:d4b7b09ae3. Checks:9 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-x86_64OK131
source / vignettesOK152
linux-release-x86_64OK127
macos-release-arm64OK111
macos-oldrel-arm64OK115
windows-develOK113
windows-releaseOK112
windows-oldrelOK79
wasm-releaseOK106

Exports:benchmark_quantile_selectiondefault_quantile_benchmark_scenariosgroup_componentsgroup_neighborsquantile_lasso_selectorselectboost_quantilesimulate_quantile_datasupport_selectboost_quantiletune_lambda_quantile

Dependencies:clueclusterlatticeMASSMatrixMatrixModelsmovMFquantregskmeansslamSparseMsurvivalwithr

Getting Started

Rendered fromgetting-started.Rmdusingknitr::rmarkdownon May 13 2026.

Last update: 2026-04-01
Started: 2026-04-01

Validation Study

Rendered fromvalidation-study.Rmdusingknitr::rmarkdownon May 13 2026.

Last update: 2026-04-07
Started: 2026-03-29