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 (may not be active yet)
Author:	Frederic Bertrand [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: not available, r-release: not available, r-oldrel: not available
macOS binaries:	r-release (arm64): not available, r-oldrel (arm64): not available, r-release (x86_64): not available, r-oldrel (x86_64): not available

Linking:

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