gamsel: Fit Regularization Path for Generalized Additive Models

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.

Version: 1.8-1
Depends: foreach, mda
Published: 2018-04-01
Author: Alexandra Chouldechova [aut, cre], Trevor Hastie [aut, cre], Vitalie Spinu [ctb]
Maintainer: Trevor Hastie <hastie at stanford.edu>
License: GPL-2
URL: http://arxiv.org/abs/1506.03850
NeedsCompilation: yes
CRAN checks: gamsel results

Downloads:

Reference manual: gamsel.pdf
Package source: gamsel_1.8-1.tar.gz
Windows binaries: r-devel: gamsel_1.8-1.zip, r-release: gamsel_1.8-1.zip, r-oldrel: gamsel_1.8-1.zip
macOS binaries: r-release: gamsel_1.8-1.tgz, r-oldrel: gamsel_1.8-1.tgz
Old sources: gamsel archive

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