⚠️There's a newer version (1.1.3) of this package. Take me there.

SAM (version 1.0.5)

Sparse Additive Modelling

Description

The package SAM targets at high dimensional predictive modeling (regression and classification) for complex data analysis. SAM is short for sparse additive modeling, and adopts the computationally efficient basis spline technique. We solve the optimization problems by various computational algorithms including the block coordinate descent algorithm, fast iterative soft-thresholding algorithm, and newton method. The computation is further accelerated by warm-start and active-set tricks.

Copy Link

Version

Down Chevron

Install

install.packages('SAM')

Monthly Downloads

290

Version

1.0.5

License

GPL-2

Maintainer

Last Published

February 12th, 2014

Functions in SAM (1.0.5)