relgam: Reluctant Generalized Additive Models

A method for fitting the entire regularization path of the reluctant generalized additive model (RGAM) for linear regression, logistic, Poisson and Cox regression models. See Tay, J. K., and Tibshirani, R., (2019) <arXiv:1912.01808> for details.

Package details

AuthorKenneth Tay, Robert Tibshirani
MaintainerKenneth Tay <>
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:

Try the relgam package in your browser

Any scripts or data that you put into this service are public.

relgam documentation built on Jan. 13, 2020, 5:06 p.m.