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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

Install

install.packages('relgam')

Monthly Downloads

168

Version

1.0

License

GPL-3

Maintainer

Kenneth Tay

Last Published

January 13th, 2020

Functions in relgam (1.0)

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