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.

Package details

AuthorAlexandra Chouldechova [aut, cre], Trevor Hastie [aut, cre], Vitalie Spinu [ctb]
MaintainerTrevor Hastie <[email protected]>
Package repositoryView on CRAN
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gamsel documentation built on May 2, 2019, 4:19 a.m.