SIMEXBoost: Boosting Method for High-Dimensional Error-Prone Data

Implementation of the boosting procedure with the simulation and extrapolation approach to address variable selection and estimation for high-dimensional data subject to measurement error in predictors. It can be used to address generalized linear models (GLM) in Chen (2023) <doi: 10.1007/s11222-023-10209-3> and the accelerated failure time (AFT) model in Chen and Qiu (2023) <doi: 10.1111/biom.13898>. Some relevant references include Chen and Yi (2021) <doi:10.1111/biom.13331> and Hastie, Tibshirani, and Friedman (2008, ISBN:978-0387848570).

Package details

AuthorBangxu Qiu [aut, cre], Li-Pang Chen [aut]
MaintainerBangxu Qiu <>
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:

Try the SIMEXBoost package in your browser

Any scripts or data that you put into this service are public.

SIMEXBoost documentation built on Nov. 16, 2023, 5:10 p.m.