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.

AuthorAlexandra Chouldechova and Trevor Hastie
Date of publication2015-06-19 08:45:13
MaintainerTrevor Hastie <hastie@stanford.edu>
LicenseGPL-2
Version1.7-3
http://arxiv.org/abs/1506.03850

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