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Exploring integration of distributional copula regression into gamboostLSS #62

@mankameshwarmishra5-cmd

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@mankameshwarmishra5-cmd

Hi,

I have been studying the gamboostLSS framework and exploring its implementation of boosting-based distributional regression models, particularly how distribution families define likelihood and gradient functions within the boosting process.

As part of my exploration, I have been working on initial experiments related to extending the framework towards modeling dependencies between multiple response variables using copula-based approaches.

I am particularly interested in contributing towards integrating distributional copula regression into gamboostLSS. As a starting point, I would like to:

  • further understand the design of existing family implementations,
  • explore how a CopulaFamily() interface could be structured in alignment with the current architecture,
  • and contribute through smaller steps such as improving documentation, adding examples, or prototyping components related to this extension.

I have been maintaining my exploratory work in a separate repository:
https://github.com/mankameshwarmishra5-cmd/gamboostLSS-project
This repository contains my initial experiments and exploration related to this idea.

I would appreciate any guidance on whether this direction aligns with the project’s goals, and if there are specific areas where I can start contributing effectively.

Thank you.

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