gamsel

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.

Details

Accepts x, y data and complexity/tuning parameters. Key functions: gamsel
predict.gamsel
plot.gamsel
print.gamsel
summary.gamsel
cv.gamsel
plot.cv.gamsel

Author(s)

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

Results