knockoff::create.fixed(),
preventing failures when smooth proxies carried non-numeric classes or
the design needed augmentation, and reuse any augmented design/response
returned from create.fixed() to avoid downstream dimension
mismatches.engine = "grpreg" (group lasso/MCP/SCAD) and
engine = "sgl" (sparse group lasso), including
factors, splines (pb()/cs()), and
interactions treated as single groups.engine,
engine_sigma, engine_nu,
engine_tau can be mixed (stepwise / glmnet / grpreg /
sgl).glmnet_family (gaussian/binomial/poisson) and handle factor
predictors via model-matrix expansion.tune_sb_gamlss()
with stability or deviance metrics
(K-fold), progress bars, and a complexity
penalty.NO, PO, LOGNO,
GA, IG, LO, LOGITNO,
GEOM, BE, NBI, NBII,
BI, and native shortcuts via gamlss.dist for
many others (e.g., LOGLOG, DEL,
ZAGA, ZIP/ZIP2, ZAIG,
ZALG, ZIBI/ZIBB, PARETO,
SEP1/SEP2, ZIPF/ZIPFmu, BCT,
BCPE, SICHEL, GLG,
BETA4, RS, WEI,
GIG), with graceful fallbacks.gamlss.dist::d<family>() when available, broadening
zero-inflated/hurdle coverage without manual whitelists.knockoff_filter_mu(),
knockoff_filter_param().
model.matrix() (e.g., missing
predictors) by aligning the response / working response before building
knockoffs.future.apply.tune_sb_gamlss(), knockoff_filter_mu(),
knockoff_filter_param()fast_vs_generic_ll(),
check_fast_vs_generic()effect_plot() (quick partial effect visualizer for the
final selected model)sb_gamlss()engine_sigma, engine_nu,
engine_tau — choose engines per-parametergrpreg_penalty
(grLasso/grMCP/grSCAD),
sgl_alphadf_smooth — basis size for grouped-smoother
proxiesprogress — progress bar for sequential bootstrapsglmnet_alpha — 0=ridge, 1=lasso, (0,1)=ENglmnet_family — choose gaussian/binomial/poisson for
glmnet selectorsgamlss.data::boys)bioChemists, ZAGA on airquality::Ozone,
longitudinal growth on nlme::Orthodont with random
intercepts)options(SelectBoost.gamlss.run_long_tests=TRUE) or
RUN_LONG_TESTS=truegrpreg, SGL,
knockoff, glmnet, etc.).splines::bs(df = df_smooth)
for selection only; the final gamlss fit remains
as specified.
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