Boosting models

qboost()

Quantile Boosting for high-dimensional data

cv_qboost()

Cross-validated Quantile Boosting for high-dimensional data

Methods

predict(<qboost>) coef(<qboost>) autoplot(<qboost>)

Methods for S3 object qboost

Loss functions and Update Steps

smooth_check_loss()

Smoothed check loss

grad_smooth_check_loss()

Gradient of the smoothed check loss

update_selection_step()

Greedy procedure to determine the selection covariate