SelectBoost-style wrapper for GAMLSS

A thin wrapper around sb_gamlss() with SelectBoost-flavored arguments.

Usage

SelectBoost_gamlss(
  formula,
  data,
  family,
  mu_scope,
  sigma_scope = NULL,
  nu_scope = NULL,
  tau_scope = NULL,
  base_sigma = ~1,
  base_nu = ~1,
  base_tau = ~1,
  B = 100,
  sample_fraction = 0.7,
  pi_thr = 0.6,
  k = 2,
  direction = c("both", "forward", "backward"),
  pre_standardize = FALSE,
  use_groups = TRUE,
  c0 = 0.5,
  trace = TRUE,
  ...
)

# S3 method for class 'SelectBoost_gamlss'
summary(object, prop.level = 0.6, ...)

# S3 method for class 'summary.SelectBoost_gamlss'
plot(x, ...)

Arguments

formula

Base formula for the location \(\mu\) parameter (in the main model call).

data

Data frame.

family

A gamlss.dist family object (e.g., gamlss.dist::NO()).

mu_scope

Formula of candidate terms for \(\mu\).

sigma_scope, nu_scope, tau_scope

Formulas of candidate terms for \(\sigma\), \(\nu\), \(\tau\).

base_sigma, base_nu, base_tau

Optional base (always-included) formulas for \(\sigma\), \(\nu\), \(\tau\).

B

Number of bootstrap subsamples for stability selection.

sample_fraction

Fraction of rows per subsample (e.g., 0.7).

pi_thr

Selection proportion threshold to define “stable” terms (e.g., 0.6).

k

Penalty weight for stepwise GAIC when engine = "stepGAIC" (default 2).

direction

Stepwise direction for stepGAIC ("both", "forward", "backward").

pre_standardize

Logical; standardize numeric predictors before penalized fits.

use_groups

Logical; enable SelectBoost grouping.

c0

Correlation threshold for grouping (as in SelectBoost::group_func_2).

trace

Logical; print progress messages.

...

Not used.

object

A asb_gamlss object.

prop.level

A target proportion level.

x

A summary of asb_gamlss object.

Value

An object of class c("SelectBoost_gamlss"), with slots similar to sb_gamlss.

A list with selection, threshold and confidence.

Invisibly returns x.