plsmselect (version 0.2.0)
Linear and Smooth Predictor Modelling with Penalisation and
Variable Selection
Description
Fit a model with potentially many linear and smooth predictors. Interaction
effects can also be quantified. Variable selection is done using penalisation. For l1-type penalties
we use iterative steps alternating between using linear predictors (lasso) and smooth predictors
(generalised additive model).