A faster variant with fewer bootstraps and smaller subsamples.
Usage
fastboost_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 = 30,
sample_fraction = 0.6,
pi_thr = 0.6,
k = 2,
direction = c("both", "forward", "backward"),
pre_standardize = FALSE,
use_groups = TRUE,
c0 = 0.5,
trace = TRUE,
corr_func = "cor",
group_fun = SelectBoost::group_func_2,
...
)Arguments
- formula
Base formula for the location \(\mu\) parameter (in the main model call).
- data
Data frame.
- family
A
gamlss.distfamily 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; treat SelectBoost correlation groups during resampling.
- c0
SelectBoost meta-parameter controlling reweighting/thresholding (see vignette).
- trace
Logical; print progress messages.
- corr_func
Correlation function passed to
SelectBoost::boost.compcorrs.- group_fun
Grouping function passed to
SelectBoost::boost.findgroups.- ...
Passed to underlying engines (e.g., to
gamlss::gamlss,glmnet, etc.).