sparseGAM: Sparse Generalized Additive Models
Fits sparse frequentist GAMs (SF-GAM) for continuous and discrete responses in the exponential dispersion family with the group lasso, group smoothly clipped absolute deviation (SCAD), and group minimax concave (MCP) penalties <doi:10.1007/s11222-013-9424-2>. Also fits sparse Bayesian generalized additive models (SB-GAM) with the spike-and-slab group lasso (SSGL) penalty of Bai et al. (2021) <doi:10.1080/01621459.2020.1765784>. B-spline basis functions are used to model the sparse additive functions. Stand-alone functions for group-regularized negative binomial regression, group-regularized gamma regression, and group-regularized regression in the exponential dispersion family with the SSGL penalty are also provided.
| Version: |
1.0 |
| Depends: |
R (≥ 3.6.0) |
| Imports: |
stats, splines, MASS, pracma, grpreg |
| Published: |
2021-05-31 |
| Author: |
Ray Bai |
| Maintainer: |
Ray Bai <raybaistat at gmail.com> |
| License: |
GPL-3 |
| NeedsCompilation: |
yes |
| CRAN checks: |
sparseGAM results |
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