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], Trevor Hastie [aut, cre], Balasubramanian Narasimhan [ctb], Vitalie Spinu [ctb]
MaintainerTrevor Hastie <hastie@stanford.edu>
LicenseGPL-2
Version1.8-2
URL https://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 Feb. 4, 2022, 5:09 p.m.