get_density_fun

Get a density function for a gamlss family

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

get_density_fun function

<dl><dt>fit</dt>
<dd>a gamlss fit (or family name)</dd></dl>

Arguments

Get a density function for a gamlss family — get_density_fun

<dl>

<dt>fit</dt>
<dd>a gamlss fit (or family name)</dd>

</dl>

get_density_fun: Get a density function for a gamlss family

Description

Usage

Value

Arguments