gamsel: Fit Regularization Path for Generalized Additive Models
Version 1.8-1

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.

Package details

AuthorAlexandra Chouldechova [aut, cre], Trevor Hastie [aut, cre], Vitalie Spinu [ctb]
Date of publication2018-04-01 03:23:38 UTC
MaintainerTrevor Hastie <[email protected]>
LicenseGPL-2
Version1.8-1
URL http://arxiv.org/abs/1506.03850
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("gamsel")

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gamsel documentation built on April 1, 2018, 12:07 p.m.