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SelectBoost.quantile
View on CRAN: Click
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Download and install SelectBoost.quantile package within the R console
Install from CRAN:
install.packages("SelectBoost.quantile")
Install from Github:
library("remotes")
install_github("cran/SelectBoost.quantile") Install by package version:
library("remotes")
install_version("SelectBoost.quantile", "0.3.1") Attach the package and use:
library("SelectBoost.quantile")
Maintained by
Frederic Bertrand
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First Published: 2026-04-13
Latest Update: 2026-04-13
Description:
A 'SelectBoost'-inspired workflow for sparse quantile regression. The package builds correlation neighborhoods, perturbs correlated predictors with a directional sampler inspired by the original 'SelectBoost' internals, refits penalized quantile regression models on the perturbed designs, and aggregates variable-selection frequencies across a path of correlation thresholds.
How to cite:
Frederic Bertrand (2026). SelectBoost.quantile: 'SelectBoost'-Style Variable Selection for Quantile Regression. R package version 0.3.1, https://cran.r-project.org/web/packages/SelectBoost.quantile. Accessed 05 Oct. 2026.
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