Sparse Additive Modelling

Computationally efficient tools for high dimensional predictive modeling (regression and classification). SAM is short for sparse additive modeling, and adopts the computationally efficient basis spline technique. We solve the optimization problems by various computational algorithms including the block coordinate descent algorithm, fast iterative soft-thresholding algorithm, and newton method. The computation is further accelerated by warm-start and active-set tricks.


News

Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.

install.packages("SAM")

1.1.2.1 by Haoming Jiang, 2 months ago


Browse source code at https://github.com/cran/SAM


Authors: Haoming Jiang , Yukun Ma , Han Liu , Kathryn Roeder , Xingguo Li , and Tuo Zhao


Documentation:   PDF Manual  


GPL-2 license


Imports Rcpp

Depends on splines

Linking to Rcpp, RcppEigen


Imported by pgraph.


See at CRAN