gamsel: Fit Regularization Path for Generalized Additive Models
Version 1.8-0

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]
Date of publication2017-07-28 09:19:58 UTC
MaintainerTrevor Hastie <[email protected]>
Package repositoryView on CRAN
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gamsel documentation built on July 28, 2017, 5:01 p.m.