R: 'SelectBoost'-Style Variable Selection for Quantile Regression

# 'SelectBoost'-Style Variable Selection for Quantile Regression

## 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