Reluctant Generalized Additive Models

A method for fitting the entire regularization path of the reluctant generalized additive model (RGAM) for linear regression, logistic, Poisson and Cox regression models. See Tay, J. K., and Tibshirani, R., (2019) for details.


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install.packages("relgam")

1.0 by Kenneth Tay, 9 months ago


https://arxiv.org/abs/1912.01808


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


Authors: Kenneth Tay , Robert Tibshirani


Documentation:   PDF Manual  


GPL-3 license


Imports glmnet, foreach

Suggests knitr, rmarkdown


See at CRAN