SelectBoost.quantile
From MaRDI portal
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.
This page was built for software: SelectBoost.quantile
