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gamsel (version 1.8-5)

gamsel-package: Fit Regularization Path for Generalized Additive Models

Description

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

Arguments

Author

Alexandra Chouldechova, Trevor Hastie Maintainer: Trevor Hastie hastie@stanford.edu

See Also