gamsel-package: Fit Regularization Path for Generalized Additive Models

In gamsel: Fit Regularization Path for Generalized Additive Models

Fit Regularization Path for Generalized Additive Models

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 [e-mail]

See Also

Useful links:

• https://arxiv.org/abs/1506.03850

gamsel documentation built on Sept. 25, 2024, 1:09 a.m.