gamsel-package: Fit Regularization Path for Generalized Additive Models

Description Author(s)

Description

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. Key functions are gamsel, predict.gamsel, plot.gamsel, print.gamsel, summary.gamsel, cv.gamsel, plot.cv.gamsel

Author(s)

Alexandra Chouldechova, Trevor Hastie Maintainer: Trevor Hastie hastie@stanford.edu


gamsel documentation built on Feb. 4, 2022, 5:09 p.m.