EM algorithm for fitting Bayesian varying coefficient models with the nonparametric varying coefficient spike-and-slab lasso of Bai et al. (2020) <arXiv:1907.06477>. Also fits penalized frequentist varying coefficient models with the group lasso, group smoothly clipped absolute deviation, and group minimax concave penalty.
| Version: | 1.0 |
| Depends: | R (≥ 3.5.0) |
| Imports: | stats, splines, plyr, grpreg, Matrix |
| Published: | 2020-06-09 |
| Author: | Ray Bai |
| Maintainer: | Ray Bai <raybaistat at gmail.com> |
| License: | GPL-3 |
| NeedsCompilation: | yes |
| CRAN checks: | NVCSSL results |
| Reference manual: | NVCSSL.pdf |
| Package source: | NVCSSL_1.0.tar.gz |
| Windows binaries: | r-devel: NVCSSL_1.0.zip, r-release: NVCSSL_1.0.zip, r-oldrel: NVCSSL_1.0.zip |
| macOS binaries: | r-release: NVCSSL_1.0.tgz, r-oldrel: NVCSSL_1.0.tgz |
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