Fits sparse frequentist GAMs (SF-GAM) for continuous and discrete responses in the exponential dispersion family with the group lasso, group smoothly clipped absolute deviation (SCAD), and group minimax concave (MCP) penalties <doi:10.1007/s11222-013-9424-2>. Also fits sparse Bayesian generalized additive models (SB-GAM) with the spike-and-slab group lasso (SSGL) penalty of Bai et al. (2021) <doi:10.1080/01621459.2020.1765784>. B-spline basis functions are used to model the sparse additive functions. Stand-alone functions for group-regularized negative binomial regression, group-regularized gamma regression, and group-regularized regression in the exponential dispersion family with the SSGL penalty are also provided.
| Version: | 1.0 |
| Depends: | R (≥ 3.6.0) |
| Imports: | stats, splines, MASS, pracma, grpreg |
| Published: | 2021-05-31 |
| Author: | Ray Bai |
| Maintainer: | Ray Bai <raybaistat at gmail.com> |
| License: | GPL-3 |
| NeedsCompilation: | yes |
| CRAN checks: | sparseGAM results |
| Reference manual: | sparseGAM.pdf |
| Package source: | sparseGAM_1.0.tar.gz |
| Windows binaries: | r-devel: sparseGAM_1.0.zip, r-devel-UCRT: sparseGAM_1.0.zip, r-release: sparseGAM_1.0.zip, r-oldrel: sparseGAM_1.0.zip |
| macOS binaries: | r-release (arm64): sparseGAM_1.0.tgz, r-release (x86_64): sparseGAM_1.0.tgz, r-oldrel: sparseGAM_1.0.tgz |
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