gamsel: Fit Regularization Path for Generalized Additive Models
Using overlap grouped-lasso penalties, 'gamsel' selects whether a term in a 'gam' is nonzero, linear, or a non-linear spline (up to a specified max df per variable). It fits the entire regularization path on a grid of values for the overall penalty lambda, both for gaussian and binomial families.
| Version: |
1.8-2 |
| Depends: |
R (≥ 3.6) |
| Imports: |
foreach, mda, splines |
| Published: |
2022-02-04 |
| Author: |
Alexandra Chouldechova [aut],
Trevor Hastie [aut, cre],
Balasubramanian Narasimhan [ctb],
Vitalie Spinu [ctb] |
| Maintainer: |
Trevor Hastie <hastie at stanford.edu> |
| License: |
GPL-2 |
| URL: |
https://arxiv.org/abs/1506.03850 |
| NeedsCompilation: |
yes |
| CRAN checks: |
gamsel results |
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