confidence_table

Compute SelectBoost-like confidence table across c0

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.

Frederic Bertrand

SelectBoost.gamlss

Stability-Selection via Correlated Resampling for 'GAMLSS'
Models

confidence_table function

<dl><dt>grid</dt>
<dd>an object returned by <code>sb_gamlss_c0_grid</code></dd>
<dt>pi_thr</dt>
<dd>optional override of the threshold (defaults to grid$pi_thr)</dd></dl>

Arguments

Compute SelectBoost-like confidence table across c0 — confidence_table

<dl>

<dt>grid</dt>
<dd>an object returned by <code>sb_gamlss_c0_grid</code></dd>


<dt>pi_thr</dt>
<dd>optional override of the threshold (defaults to grid$pi_thr)</dd>

</dl>

confidence_table: Compute SelectBoost-like confidence table across c0

Description

Usage

Value

Arguments