gamsel-package

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. Key functions are gamsel,
predict.gamsel, plot.gamsel, print.gamsel, summary.gamsel,
cv.gamsel, plot.cv.gamsel

package

models

regression

generalized

additive

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

gamsel-package function

Alexandra Chouldechova, Trevor Hastie Maintainer: Trevor Hastie
<a href="/link/hastie%40stanford.edu?package=gamsel&version=1.8-5" data-mini-rdoc="gamsel::hastie@stanford.edu">hastie@stanford.edu</a>

Author

Fit Regularization Path for Generalized Additive Models — gamsel-package

Alexandra Chouldechova, Trevor Hastie Maintainer: Trevor Hastie
<a href='mailto:hastie@stanford.edu'>hastie@stanford.edu</a>

gamsel-package: Fit Regularization Path for Generalized Additive Models

Description

Arguments

Author

See Also