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 [aut, cre], Trevor Hastie [aut, cre], Vitalie Spinu [ctb]|
|Date of publication||2018-04-01 03:23:38 UTC|
|Maintainer||Trevor Hastie <[email protected]>|
|Package repository||View on CRAN|
Install the latest version of this package by entering the following in R:
Any scripts or data that you put into this service are public.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.