Fit Regularization Path for Generalized Additive Models

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.


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Reference manual

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install.packages("gamsel")

1.8-1 by Trevor Hastie, 3 years ago


http://arxiv.org/abs/1506.03850


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


Authors: Alexandra Chouldechova [aut, cre] , Trevor Hastie [aut, cre] , Vitalie Spinu [ctb]


Documentation:   PDF Manual  


GPL-2 license


Depends on foreach, mda


See at CRAN