Package: NVCSSL 2.0

Ray Bai

NVCSSL: Nonparametric Varying Coefficient Spike-and-Slab Lasso

Fits Bayesian regularized varying coefficient models with the Nonparametric Varying Coefficient Spike-and-Slab Lasso (NVC-SSL) introduced by Bai et al. (2023) <arxiv:1907.06477>. Functions to fit frequentist penalized varying coefficients are also provided, with the option of employing the group lasso penalty of Yuan and Lin (2006) <doi:10.1111/j.1467-9868.2005.00532.x>, the group minimax concave penalty (MCP) of Breheny and Huang <doi:10.1007/s11222-013-9424-2>, or the group smoothly clipped absolute deviation (SCAD) penalty of Breheny and Huang (2015) <doi:10.1007/s11222-013-9424-2>.

Authors:Ray Bai

NVCSSL_2.0.tar.gz
NVCSSL_2.0.tar.gz(r-4.5-noble)NVCSSL_2.0.tar.gz(r-4.4-noble)
NVCSSL_2.0.tgz(r-4.4-emscripten)NVCSSL_2.0.tgz(r-4.3-emscripten)
NVCSSL.pdf |NVCSSL.html✨
NVCSSL/json (API)

# Install 'NVCSSL' in R:
install.packages('NVCSSL', repos = 'https://cloud.r-project.org')
Datasets:

On CRAN:

Conda:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

1.00 score 166 downloads 3 exports 80 dependencies

Last updated 2 years agofrom:cdae39c1d9. Checks:3 OK. Indexed: yes.

TargetResultLatest binary
Doc / VignettesOKMar 12 2025
R-4.5-linuxOKMar 12 2025
R-4.4-linuxOKMar 12 2025

Exports:NVC_frequentistNVC_predictNVC_SSL

Dependencies:abindbackportsbootbroomcarcarDataclicodacolorspacecorrplotcowplotcpp11daeDerivdoBydplyrfansifarverFormulagenericsggplot2ggpubrggrepelggsciggsignifGIGrvggluegridExtragrpreggtableisobandlabelinglatticelifecyclelme4magrittrMASSMatrixMatrixModelsmcmcMCMCpackmgcvmicrobenchmarkminqamodelrmunsellmvtnormnlmenloptrnnetnumDerivpbkrtestpillarpkgconfigplyrpolynompurrrquantregR6rbibutilsRColorBrewerRcppRcppEigenRdpackreformulasrlangrstatixscalesSparseMstringistringrsurvivaltibbletidyrtidyselecttryCatchLogutf8vctrsviridisLitewithr

Citation

To cite package ‘NVCSSL’ in publications use:

Bai R (2023). NVCSSL: Nonparametric Varying Coefficient Spike-and-Slab Lasso. R package version 2.0, https://CRAN.R-project.org/package=NVCSSL.

ATTENTION: This citation information has been auto-generated from the package DESCRIPTION file and may need manual editing, see ‘help("citation")’.

Corresponding BibTeX entry: 

  @Manual{,
    title = {NVCSSL: Nonparametric Varying Coefficient Spike-and-Slab
      Lasso},
    author = {Ray Bai},
    year = {2023},
    note = {R package version 2.0},
    url = {https://CRAN.R-project.org/package=NVCSSL},
  }