gamsel: Fit Regularization Path for Generalized Additive Models

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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.

Author
Alexandra Chouldechova and Trevor Hastie
Date of publication
2015-06-19 08:45:13
Maintainer
Trevor Hastie <hastie@stanford.edu>
License
GPL-2
Version
1.7-3
URLs

View on CRAN

Man pages

basis.gen
Generate pseudo-spline bases
cv.gamsel
Cross-validation Routine for Gamsel
gamsel
Fit Regularization Path for Gaussian or Binomial Generalized...
gamsel-internal
Internal gamsel functions
gamsel-package
gamsel
getActive
Returns active variables
plot.cv.gamsel
Plotting Routine for Gamsel Cross-Validation Object
plot.gamsel
Plotting Routine 'gamsel' Object
predict.gamsel
Gamsel Prediction Routine
print.gamsel
print a gamsel object
summary.gamsel
Gamsel summary routine

Files in this package

gamsel
gamsel/src
gamsel/src/gamsel.h
gamsel/src/gamsel.c
gamsel/NAMESPACE
gamsel/R
gamsel/R/basis.gen.R
gamsel/R/poly.R
gamsel/R/error.bars.R
gamsel/R/gendata.R
gamsel/R/fracdev.R
gamsel/R/norm2.R
gamsel/R/print.gamsel.R
gamsel/R/plot.cv.gamsel.R
gamsel/R/summary.gamsel.R
gamsel/R/onAttach.R
gamsel/R/mspline.R
gamsel/R/df.inv.R
gamsel/R/summaryplot.R
gamsel/R/cv.gamsel.R
gamsel/R/getActive.R
gamsel/R/pseudo.bases.R
gamsel/R/plot.gamsel.R
gamsel/R/gamsel.R
gamsel/R/predict.gamsel.R
gamsel/R/basis.subset.R
gamsel/R/summarynz.R
gamsel/R/getmin.R
gamsel/MD5
gamsel/DESCRIPTION
gamsel/man
gamsel/man/plot.gamsel.Rd
gamsel/man/summary.gamsel.Rd
gamsel/man/plot.cv.gamsel.Rd
gamsel/man/gamsel.Rd
gamsel/man/predict.gamsel.Rd
gamsel/man/getActive.Rd
gamsel/man/gamsel-internal.Rd
gamsel/man/gamsel-package.Rd
gamsel/man/basis.gen.Rd
gamsel/man/print.gamsel.Rd
gamsel/man/cv.gamsel.Rd