Fits sparse frequentist GAMs (SFGAM) for continuous and discrete responses in the exponential dispersion family with the group lasso, group smoothly clipped absolute deviation (SCAD), and group minimax concave (MCP) penalties <doi:10.1007/s1122201394242>. Also fits sparse Bayesian generalized additive models (SBGAM) with the spikeandslab group lasso (SSGL) penalty of Bai et al. (2021) <doi:10.1080/01621459.2020.1765784>. Bspline basis functions are used to model the sparse additive functions. Standalone functions for groupregularized negative binomial regression, groupregularized gamma regression, and groupregularized regression in the exponential dispersion family with the SSGL penalty are also provided.
Package details 


Author  Ray Bai 
Maintainer  Ray Bai <raybaistat@gmail.com> 
License  GPL3 
Version  1.0 
Package repository  View on CRAN 
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