basis.gen

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. See <doi:10.48550/arXiv.1506.03850> for more details.

Trevor Hastie

gamsel

Fit Regularization Path for Generalized Additive Models

Alexandra Chouldechova

Balasubramanian Narasimhan

Vitalie Spinu

Matt Wand

basis.gen function

<dl><dt>x</dt>
<dd>A vector of values for <code>basis.gen</code>, or a matrix for
<code>pseudo.bases</code></dd>
<dt>df</dt>
<dd>The degrees of freedom of the smoothing spline.</dd>
<dt>thresh</dt>
<dd>If the next eigenvector improves the approximation by less
than threshold, a truncated bases is returned. For <code>pseudo.bases</code> this
can be a single value or a vector of values, which are recycled sequentially
for each column of <code>x</code></dd>
<dt>degree</dt>
<dd>The nominal number of basis elements. The basis returned has
no more than <code>degree</code> columns. For <code>pseudo.bases</code> this can be a
single value or a vector of values, which are recycled sequentially for each
column of <code>x</code></dd>
<dt>parms</dt>
<dd>A parameter set. If included in the call, these are used to
define the basis. This is used for prediction.</dd>
<dt>...</dt>
<dd>other arguments</dd></dl>

Arguments

Generate basis — basis.gen

<dl>

<dt>x</dt>
<dd>A vector of values for <code>basis.gen</code>, or a matrix for
<code>pseudo.bases</code></dd>


<dt>df</dt>
<dd>The degrees of freedom of the smoothing spline.</dd>


<dt>thresh</dt>
<dd>If the next eigenvector improves the approximation by less
than threshold, a truncated bases is returned. For <code>pseudo.bases</code> this
can be a single value or a vector of values, which are recycled sequentially
for each column of <code>x</code></dd>


<dt>degree</dt>
<dd>The nominal number of basis elements. The basis returned has
no more than <code>degree</code> columns. For <code>pseudo.bases</code> this can be a
single value or a vector of values, which are recycled sequentially for each
column of <code>x</code></dd>


<dt>parms</dt>
<dd>A parameter set. If included in the call, these are used to
define the basis. This is used for prediction.</dd>


<dt>...</dt>
<dd>other arguments</dd>

</dl>

Generate basis

basis.gen: Generate basis

Description

Usage

Value

Arguments