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SelectBoost.gamlss: Stability-Selection via Correlated Resampling for 'GAMLSS'Models

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.

Version:0.2.2
Depends:R (≥ 4.1.0)
Imports:gamlss,Rcpp,rlang,SelectBoost, stats, utils
LinkingTo:Rcpp,RcppArmadillo
Suggests:doParallel,foreach,future,future.apply,gamlss.data,gamlss.dist,ggplot2,glmnet,grpreg,knitr,knockoff,MASS,microbenchmark,nlme, parallel,pkgdown,pscl,rmarkdown,SGL,testthat (≥ 3.0.0)
Published:2025-11-25
DOI:10.32614/CRAN.package.SelectBoost.gamlss
Author:Frederic BertrandORCID iD [cre, aut]
Maintainer:Frederic Bertrand <frederic.bertrand at lecnam.net>
BugReports:https://github.com/fbertran/SelectBoost.gamlss/issues
License:GPL-3
URL:https://fbertran.github.io/SelectBoost.gamlss/,https://github.com/fbertran/SelectBoost.gamlss
NeedsCompilation:yes
SystemRequirements:C++17
Classification/MSC:62H11,62J12,62J99
Citation:SelectBoost.gamlss citation info
Materials:README,NEWS
CRAN checks:SelectBoost.gamlss results

Documentation:

Reference manual:SelectBoost.gamlss.html ,SelectBoost.gamlss.pdf
Vignettes:Advanced Real Data Examples: Zero-Inflation, Semicontinuous, and Longitudinal Growth (source,R code)
Algorithmic Pseudocode for SelectBoost.gamlss (source,R code)
Benchmark: Stepwise vs Grouped vs Glmnet Engines (source,R code)
Comparing SelectBoost-GAMLSS Variants (source,R code)
Confidence Functionals for SelectBoost-GAMLSS (source,R code)
Fast Deviance: Microbenchmarks (source,R code)
Fast Deviance: Numerical Equality Checks (source,R code)
Real Data Examples with Different Distributions (source,R code)
Stability-Selection for GAMLSS with SelectBoost.gamlss (source,R code)

Downloads:

Package source: SelectBoost.gamlss_0.2.2.tar.gz
Windows binaries: r-devel:SelectBoost.gamlss_0.2.2.zip, r-release:SelectBoost.gamlss_0.2.2.zip, r-oldrel:SelectBoost.gamlss_0.2.2.zip
macOS binaries: r-release (arm64):SelectBoost.gamlss_0.2.2.tgz, r-oldrel (arm64):SelectBoost.gamlss_0.2.2.tgz, r-release (x86_64):SelectBoost.gamlss_0.2.2.tgz, r-oldrel (x86_64):SelectBoost.gamlss_0.2.2.tgz

Linking:

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