Predict from a SelectBoost-style quantile fit

Usage

# S3 method for class 'selectboost_quantile'
predict(
  object,
  newdata,
  tau = NULL,
  c0 = min(object$c0_seq),
  threshold = NULL,
  ...
)

object: A selectboost_quantile() fit.
newdata: New data used for prediction. Required.
tau: Optional quantile level to predict for multi-tau fits. When omitted, predictions for all fitted tau values are returned.
c0: Threshold along the perturbation path. The closest available c0 value is used when threshold is not NULL.
threshold: Optional selection-frequency threshold used to zero-out unstable coefficients before prediction. When NULL, the full baseline fit is used.
...: Unused.

A numeric vector for single-tau predictions or a matrix with one column per tau.