Nonparametric Varying Coefficient Spike-and-Slab Lasso

Fits Bayesian regularized varying coefficient models with the Nonparametric Varying Coefficient Spike-and-Slab Lasso (NVC-SSL) introduced by Bai et al. (2023) < https://jmlr.org/papers/volume24/20-1437/20-1437.pdf>. Functions to fit frequentist penalized varying coefficients are also provided, with the option of employing the group lasso penalty of Yuan and Lin (2006) , the group minimax concave penalty (MCP) of Breheny and Huang , or the group smoothly clipped absolute deviation (SCAD) penalty of Breheny and Huang (2015) .