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: | 1.8-0 |
| Depends: | foreach, mda |
| Published: | 2017-07-28 |
| 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_1.8-0.tar.gz |
| Windows binaries: | r-devel: gamsel_1.8-0.zip, r-release: gamsel_1.8-0.zip, r-oldrel: gamsel_1.8-0.zip |
| OS X El Capitan binaries: | r-release: gamsel_1.8-0.tgz |
| OS X Mavericks binaries: | r-oldrel: gamsel_1.8-0.tgz |
| Old sources: | gamsel archive |
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