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gamboostLSS

gamboostLSS implements boosting algorithms for fitting generalized linear, additive and interaction models for to potentially high-dimensional data. Instead of modeling only the mean, gamboostLSS enables the user to model various distribution parameters such as location, scale and shape at the same time (hence the name GAMLSS, generalized additive models for location, scale and shape).

Using gamboostLSS

  • For installation instructions see below.

  • Instructions on how to use gamboostLSS can be found in the gamboostLSS tutorial.

  • Details on the noncyclical fitting method can be found in

    Thomas, J., Mayr, A., Bischl, B., Schmid, M., Smith, A., and Hofner, B. (2018), Gradient boosting for distributional regression - faster tuning and improved variable selection via noncyclical updates. Statistics and Computing. 28: 673-687. DOI 10.1007/s11222-017-9754-6. (Preliminary version: ArXiv 1611.10171).

Issues & Feature Requests

For issues, bugs, feature requests etc. please use the GitHub Issues.

Installation

  • Current version (from CRAN):

    install.packages("gamboostLSS")
  • Latest patch version (patched version of CRAN package; under development) from GitHub:

    library("devtools")
    install_github("boost-R/gamboostLSS")
    library("gamboostLSS")
  • Latest development version (version with new features; under development) from GitHub:

    library("devtools")
    install_github("boost-R/gamboostLSS", ref = "devel")
    library("gamboostLSS")

    To be able to use the install_github() command, one needs to install devtools first:

    install.packages("devtools")

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Install

install.packages('gamboostLSS')

Monthly Downloads

1,266

Version

2.0-7

License

GPL-2

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Last Published

March 9th, 2023

Functions in gamboostLSS (2.0-7)

as.families

Include gamlss families in the boosting framework of gamboostLSS
india

Malnutrition of Children in India (DHS, 1998-99)
mboostLSS

Fitting GAMLSS by Boosting
gamboostLSS_intern

Call internal functions.
weighted.median

Weighted Median
gamboostLSS-package

Boosting algorithms for GAMLSS
methods

Methods for mboostLSS
Families

Families for GAMLSS models
cvrisk.mboostLSS

Cross-Validation
stabsel

Stability Selection