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 |
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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