'SelectBoost'-Style Variable Selection for Quantile Regression

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Documentation for package ‘SelectBoost.quantile’ version 0.3.1

• DESCRIPTION file.
• User guides, package vignettes and other documentation.
• Package NEWS.

Help Pages

benchmark_quantile_selection	Benchmark quantile-selection methods on correlated designs
coef.selectboost_quantile	Extract coefficients from a SelectBoost-style quantile fit
default_quantile_benchmark_scenarios	Default validation scenarios for quantile-selection benchmarks
group_components	Grouping functions for SelectBoost.quantile
group_neighbors	Grouping functions for SelectBoost.quantile
plot.selectboost_quantile	Plot selection-frequency paths
predict.selectboost_quantile	Predict from a SelectBoost-style quantile fit
quantile_lasso_selector	Sparse quantile-regression selector
selectboost_quantile	SelectBoost-style quantile regression
simulate_quantile_data	Simulate a sparse quantile-regression problem
summary.benchmark_quantile_selection	Summarize a quantile-selection benchmark
summary.selectboost_quantile	Summarize a SelectBoost-style quantile fit
support_selectboost_quantile	Extract selected support at a frequency threshold
tune_lambda_quantile	Tune the lasso penalty for sparse quantile regression