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: 1.8-2
Depends: R (≥ 3.6)
Imports: foreach, mda, splines
Published: 2022-02-04
Author: Alexandra Chouldechova [aut], Trevor Hastie [aut, cre], Balasubramanian Narasimhan [ctb], Vitalie Spinu [ctb]
Maintainer: Trevor Hastie <hastie at stanford.edu>
License: GPL-2
URL: https://arxiv.org/abs/1506.03850
NeedsCompilation: yes
CRAN checks: gamsel results

Documentation:

Reference manual: gamsel.pdf

Downloads:

Package source: gamsel_1.8-2.tar.gz
Windows binaries: r-devel: gamsel_1.8-2.zip, r-release: gamsel_1.8-2.zip, r-oldrel: gamsel_1.8-2.zip
macOS binaries: r-release (arm64): gamsel_1.8-2.tgz, r-oldrel (arm64): gamsel_1.8-2.tgz, r-release (x86_64): gamsel_1.8-2.tgz, r-oldrel (x86_64): gamsel_1.8-2.tgz
Old sources: gamsel archive

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