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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. See <doi:10.48550/arXiv.1506.03850> for more details.
Getting started
Browse package contents
Package details |
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| Author | Alexandra Chouldechova [aut], Trevor Hastie [aut, cre], Balasubramanian Narasimhan [ctb], Vitalie Spinu [ctb], Matt Wand [ctb] |
| Maintainer | Trevor Hastie <hastie@stanford.edu> |
| License | GPL-2 |
| Version | 1.8-5 |
| URL | https://arxiv.org/abs/1506.03850 |
| Package repository | View on CRAN |
| Installation |
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