kjytay/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.

Getting started

Package details

AuthorKenneth Tay, Robert Tibshirani
MaintainerKenneth Tay <kjytay@stanford.edu>
LicenseGPL-3
Version1.1
URL https://arxiv.org/abs/1912.01808
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("kjytay/relgam")
kjytay/relgam documentation built on March 4, 2020, 4:13 a.m.