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.
| Package: | gamsel |
| Type: | Package |
| Version: | 1.0 |
| Date: | 2015-06-05 |
| License: | What license is it under? |
Accepts x, y data and complexity/tuning parameters. Key functions:
gamsel
predict.gamsel
plot.gamsel
print.gamsel
summary.gamsel
cv.gamsel
plot.cv.gamsel