Package: sparseGAM 1.0

Ray Bai

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.

Authors:Ray Bai

sparseGAM_1.0.tar.gz
sparseGAM_1.0.tar.gz(r-4.5-noble)sparseGAM_1.0.tar.gz(r-4.4-noble)
sparseGAM_1.0.tgz(r-4.4-emscripten)sparseGAM_1.0.tgz(r-4.3-emscripten)
sparseGAM.pdf |sparseGAM.html✨
sparseGAM/json (API)

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10 exports 0.00 score 5 dependencies 7 scripts 105 downloads

Last updated 3 years agofrom:4c206a0724. Checks:OK: 1 ERROR: 1. Indexed: yes.

Exports:cv.grpreg.gammacv.grpreg.nbcv.SBGAMcv.SFGAMcv.SSGLgrpreg.gammagrpreg.nbSBGAMSFGAMSSGL

Dependencies:grpreglatticeMASSMatrixpracma