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relgam (version 1.0)
Reluctant Generalized Additive Models
Description
A method for fitting the entire regularization path of the reluctant generalized additive model (RGAM) for linear regression, logistic, Poisson and Cox regression models. See Tay, J. K., and Tibshirani, R., (2019)
for details.
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Version
Version
1.0
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Install
install.packages('relgam')
Monthly Downloads
127
Version
1.0
License
GPL-3
Maintainer
Kenneth Tay
Last Published
January 13th, 2020
Functions in relgam (1.0)
Search functions
myroc
Compute ROC and other performance measures for binomial model
predict.rgam
Make predictions from a "rgam" object
print.rgam
Print a rgam object
plot.rgam
Make a plot of rgam model fit
cv.rgam
Cross-validation for reluctant generalized additive model (rgam)
makef
Make non-linear features
predict.cv.rgam
Make predictions from a "cv.rgam" object
plot.cv.rgam
Plot the cross-validation curve produced by "cv.rgam" object
print.cv.rgam
Print a cross-validated rgam object
getf
Get RGAM model component for one feature
rgam
Fit reluctant generalized additive model
summary.rgam
rgam summary routine